You have it backwards.
It's more like
Canada: Okay, we're going to have this awesome holiday called thanksgiving. There's going to be turkey and pie and shit. It'll be awesome.
America: Can we come?
Canada: Get lost, hoser.
America: FINE! WE'LL GO AND HAVE OUR THANKSGIVING. WHATEVER, I DIDN'T WANT TO BE PART OF YOUR STUPID TURKEY DINNER ANYWAY
And that's the story of American thanksgiving.