Illya Kuryakin didn't spend time worrying over holidays. He was polite when invited to share a meal, accepted gifts readily enough and, in the spirit of things, would join a toast to the occasion.
Valentine's day was something he particularly avoided as far as celebrating it. He never asked a woman out on a date on that day, and he refused to say the phrase Happy Valentine's Day to anyone. That was something he never did.
What he was willing to do was accept chocolate. Hearts or cupids, it didn't matter to him.
Chocolate was the exception to every rule.