Thanksgiving is just a lot more laidback and relaxing. Just eat a bunch of food and watch football. What's not to love about that?
Christmas is becoming more hectic and stressful for me as well as extremely expensive with all the gifts I have to buy for my wife and kids and other family members. There's so much buildup toward Christmas and anticipation that Christmas day itself is kind of anti-climactic. Christmas morning is still fun, but the rest of the day is kind of a letdown.
Also, family gatherings on Christmas day are more tense because it's supposed to be the perfect day and the happiest day of the year and everyone is on edge and it never quite lives up to those expectations.
The older I get, the more I appreciate Thanksgiving and how much more relaxing it is than Christmas.