There aren’t any thanksgiving songs, Christmas is the bigger holiday, Big businesses are going to spam Christmas music to hype it up so people will buy their Christmas themed products, thanksgiving is a rather small holiday only lasting half a week as opposed to Christmas which basically starts after Halloween and finally, Christmas is themed towards kids and thanksgiving is themed to adults and hungry teenagers. So by that logic Christmas would naturally be a bigger holiday since kids basically rule over their parents.
But you’re right it is rather crappy that thanksgiving gets over looked.