Veg*ns tend to be perceived as Debbie Downers by the general population.
There's really no need to add to that perception by attacking what is probably the most family and friend oriented holiday. (I discount Christmas because it is Christian specific and has devolved into one huge consumerist spectacle.)
Many cultures across the globe celebrate a harvest festival, and that is basically what Thanksgiving is, or at least how it can be celebrated. Why not concentrate on and encourage that aspect of it, which celebrates the conclusion of a successful harvest and enough grains and other crops to permit survival through the harsh winter months?