Well that's because Christmas revolves around consumerism, which is the most important thing in the world. People need to get their shopping done and all that super fun stuff, hence why stores usually put things out a season earlier (ie Christmas stuff before Halloween even comes). Thanksgiving is of less importance because it doesn't revolve around people buying shit for each other. Food and family is great but what really matters is gifts.
Thanksgiving is so underappreciated as holidays go. I think I'm the only one for miles who actually bothers to be grateful about stuff, too many people consider it that one holiday where you eat a lot of food and watch TV. :/