I think it has more to do with a lights intensity than it's being in focus. If you look closing at your image, there's a light to the left of the Christmas tree that's out of focus, but still has fairly strong points on it's start burst.
The rest of the lights in the background aren't really all that bright because they're either very dim (because of distance and amount of light emitted) or being directed away from the camera and towards the building. They may still be blown out, but the intensity just isn't the same.
Also, if you crank up the gamma, you'll see that the Christmas tree lights do produce star bursts as well. They're just so subtle that your eye can't see them without enhancement.
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James
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