Here's enough reason to AVOID celebrating Thanksgiving. No it isn't enough, I'm just joshing you.
The WTS uses the old "no part of the world" scripture to try to forbid any activity THEY don't like.
From the "School" Brochure page 21:
National Holidays
Other holidays are somewhat different in nature. These are not so universally celebrated, but may be unique to a particular country. For example, there may be national days of thanksgiving. In some places there may also be a certain day set aside to memorialize a nation’s war dead, or a day to remember the birth of a country or certain prominent presidents, rulers or national heroes.
Jehovah’s Witnesses also respectfully refrain from participating in such national holidays. Though we respect the authorities in whatever country we may reside, for conscientious reasons we do not give them what we view as worshipful honors. We remain neutral toward all such celebrations. This is in keeping with Jesus’ words regarding his followers: “They are no part of the world, just as I am no part of the world.”—John 17:16.