At Thanksgiving's inception, the Presidents actually issued proclamations calling on citizens and federal officials to give thanks and pray. Sagittarius is a big spender and generous to a fault. Too, those massive food outlays are evidence of a generous abundance. Sagittarius' ruler Jupiter was the king of the Greek gods. Also, in the progression of the signs, Sagittarius marks the beginning of the final group of four signs.
Thanksgiving fits here as well.
People who practice gratitude usually aren't sitting around feeling grateful for themselves and nothing else. Finally, Sagittarius rules travel. This may contribute to the Wednesday before Thanksgiving being the busiest travel day of the year. And try, this year as always, to sidestep them gracefully and with an eye to the bigger picture, as the Archer would want.