Basically, it's because Christmas is the biggest cultural holiday in our culture. The only thing stopping it from spreading to September-ish is Halloween, which is the second biggest cultural holiday in our culture
There's a lot more money in Christmas than there is in Thanksgiving
For christmas, there's things like christmas presents, decorations, christmas trees, and all that sort of thing, meanwhile the only things you would probably buy for thanksgiving would be the food itself (and gasoline so you can drive three hours to eat at your weird aunt's house on the other side of the state)