Kind of interesting how this is one US holiday that other countries don't seem very keen on adopting. And it's one that Americans seem to complain the least about (according to a sampling of Facebook posts).
And by "other countries" I mean Japan (where I live).
I know that Thanksgiving has its roots in American history, but Christmas has its roots in Christianity (yes, I know it's origins are older), and the Japanese are more than happy to put up Christmas lights and buy presents. Santa decorations and Christmas music are already in the shops (Jesus, not so much). They do odd versions of Halloween and Valentine's Day, too. But no Thanksgiving. A reasonable explanation is that the more commercial holidays are more readily exported. But it seems that Thanksgiving is the nicest, most wholesome one*, and would be the most pleasant one to adopt.
I'm not saying everyone should celebrate Thanksgiving. But people seem to be bending over backwards to celebrate holidays that are more trouble and less pleasant. As long as they're at it, take a day off, throw a turkey in the oven, and tell your friends and family you're happy they're around. Done and done.
I have no experience with European holidays, it's silly to say that Europe imported Christmas from the US, but do they import American traditions? The fat Santa versus the skinny Santa? Or was he fat before? What about Halloween?
*I don't have a reference, but I read that the Pilgrims enjoyed peaceful coexistence with the Native Americans. The harsh treatment of the NAs came later and from different groups. Set me straight if I'm wrong.