They did not celebrate because it was not known to them! If Arabs of that time were celebrating birthdays, Muslims would have done it. It was not part of the Arab culture. Stop freezing your brain. Arabs did not even knew that they should write the Quran! They wrote it after interacting with other nations during the time of Osman (they learned, unlike you). Even the Hadith was not written in a book for more than a hundred years after Islam. In fact, Omar's (RA3) ordered all the hadiths burned so it does not get mixed with Quran! This was their mind and that how much they knew. If you follow Omar, then you should through the Suhah in the garbage