While in America it is largely secular, the holiday is in fact celebrated by religious ceremonies. It is the feast day of the patron saint of Ireland (whose historic veriity has been question by Catholic Church historians – but don’t tell that to any self-respecting person of Irish descent). Part of the avodah is praying to this person.
If Roman Americans were marching to honor “Jupiter Day”, or if Babylonian Americans were marching to honor “Marduck Day” — would you join them? How do you celebrate Dec. 25, which raises an identical issue?