I do not think there is a one size fits all rule about this. Fasting is a personal activity. True, we do it in the communion of the Church, but we do it for ourselves. As in the readings we have right before Great lent, we may not want to do anything that may cause our “brothers” to “stumble”, we also do not want to be hypocritical.
When we choose to break the fast on a National Holiday, a feast based on gathering together with our family and friends, to thank God for all He has done for us, and to partake in what He has given us, we should think about why we would choose to break our fast.
I my case, the Thanksgiving Day meal have always been a “big” family tradition. (Family reunion big) Of course, in the old days, the fast did not start until after Thanksgiving. We look forward all year to this annual family get together. The only other day that gathers us together like this is Pascha. But Thanksgiving dose not find us up all night in different parishes, it is a more relaxing get together.
The day, for us, is not just about the food, it is about a Joyous Family Tradition, a tradition that conflicts with the calendar of the Church and the choice is not trivial. But the Church does give this advice:
At all times, however, it is essential to bear in mind that you are not under law but under grace (Rom. 6:14), and that the letter kills, but the Spirit gives life (2 Cor. 3:6). The fasting rules, while they do need to be taken seriously, are not to be interpreted with the strict legalism of the Pharisees of Holy Scripture, for the kingdom of God is not food and drink, but righteousness and peace and joy in the Holy Spirit (Rom.14:17).