They didn't have Internet or TV so they had to do something.
So why do Catholics do Thanksgiving?
Puritans didn't like many groups.
If you had to choose a group the Puritans really had a special hatred for, it would be Catholics. (After that came splinter groups like Quakers and Anabaptists, and then anyone else who was not a Puritan.)
They were hapless precursors of Theology of the Body and 'spousal' spirituality ...
The Puritans believed that the love between married people was the closest humans could get on Earth to experiencing the joy of being united with Christ in heaven. And love in marriage had no higher expression than sex. The Puritan minister at Cambridge, Mass., Thomas Shepard, often described the passion people felt in marriage in his sermons: “In all marriage bonds there is a choice made, and, if love be great, there is little standing on terms — let me have him though I beg with him.”Don't kid yourself though - they weren't the 'church of nice' either.
The Puritans didn’t leave England to found a society where all religions would be tolerated. After all, they were granted the pejorative moniker “Puritan” in England because of their efforts to purge Catholic influences from the Anglican Church. - Five Myths about Puritans*
I'm against it.