Thanksgiving is American as apple pie. The vast majority of celebrants don’t connect any religious philosophies to the day of football, parade and fressing and will shrug their shoulders when asked if and how they celebrate.
And I would say that we are m’kadesh the day by having both the Agudah and OU Conventions on Thanksgiving, an in-gathering of numerous Rabbonim and Torah leaders in one place. Wow if for that alone, then it’s worth having Thanksgiving, Dayeinu!