Generally Rav Moshe attempted to issue a lenient ruling where so doing would prevent Yidden from transgressing. But that doesn’t mean the Rav holds leniency to be the best course as a rule…
There is no denying that Christians instituted the holiday of Thanksgiving to give thanks to their god (who they believe “choose” them in a new covenant and “unchoose” us yidden by the way). Regardless of which bird they ate, which King from the Tanach they based their celebrations on, who was or wasn’t invited to the first Thanksgiving feast and which President declared it a national holiday -the fact remains that Thanksgiving is a Gentile holiday made to honor a non-Jewish ‘god.’
Many Gentiles celebrate X-mas as a purely secular holiday; for them, X-mas has zero religious significance. Obviously X-mas is a holiday with Christian origins made to honor a non-Jewish ‘god.’ No frum Yid would say X-mas is lahavdil kosher because “For me it’s a secular national holiday without any religious meaning.”
Halloween is a purely pagan holiday. In fact some branches of Christianity are against celebrating Halloween. Yet it’s obviously not proper (and according to the most Rabbonim forbidden) to celebrate Halloween.
As Yidden our Mesorah is and always has been to refrain from partaking in Gentile holiday celebrations. There are a few reasons for that. One is that doing so blurs the lines of separation between Yidden and Gentiles. Another is because Hashem our G-d and the G-d of the universe gave us Yidden all the days for celebration He saw fit to give, and these are all the Yomim Tovim/Chagim we need. We should not appear to take on the holidays of the Gentiles, as if our own mesorah Chas V’shalom lacks something.