Those who asur Thanksgiving are probably unaware of the history of Jewish observance of the holiday. The facts are that the small Jewish community in America enthusiastically endorsed the holiday immediately after President Washington’s 1789 proclamation. I have a copy of the order of service in New York (then the capital) at the still existing (and still orthodox) Congregation Shearith Israel on Thursday, November 26, 1789, along with the sermon that was given that day. The service skipped tachanun, and added many additional psalms along with a prayer for the government (in English!). The sermon by Chazzan Gershom Mendes Seixas — a drash on Mizmor L’Todah — was so well received that it was published a few weeks later. That made it, and not any sermon by a Christian, the first Thanksgiving Day sermon published in America! Jews have been celebrating Thanksgiving since 1789; it probably has the status of a local chag.
Unfortnately the order of service and sermon don’t appear to be online except on my facebook page in a photo album. (I scanned it in; they are in the public domain.)