Just because Thanksgiving is a national holiday does not mean it is celebrated worldwide.
Thanksgiving is an American cultural observance, rather than a strictly religious one. It celebrates the Pilgrims and Native Americans first successful harvest and beginning a friendship. It was a three day event.
In 1941 Congress made the holiday official on the fourth Thursday of November. This happened in the United States but Canada also celebrates the holiday as well. There is no need for the entire world to have Thanksgiving because the Pilgrims did not land everywhere. We all give thanks in our unique way.