Christmas, particularly in American prior to the industrial age (1880's on) was a quite family deal. So it's never seemed a conflict. For half of the country at the time the weather sucks, it's snow and ice, and in the other half it's raining, so not good for traveling. Good to stay home. And with the heavy (HEAVY) influence of the more Puritan strains of Protestant thought, the notion of a 'plain-church' and all that, the huge Catholic-type Xmas was never a big deal in the 18th and most of the 19th Century. (On the East Coast, the Spanish out West had other thoughts)
Thanksgiving is just the American version of the harvest fest - a pretty common celebration in most cultures. We're just all so far from that farm cycle that we forget it, though the cornucopia/horn-O-plenty is a pretty glaring reminder. It was celebrated in a lot of places, and the Spanish claim to have had the first one, long in advance of Plymouth. It was only during and after the Civil War that it was made a real national holiday (a secular holy day, much as the Fourth of July is) as a way to unite the divided nation.
And, odd though it sounds, it's not all that weird to have it so close to Xmas, because (I know that Europeans and even lots of Americans will find it hard to believe) that not everyone does Xmas, and in some places it's actually a pretty low-key holiday. In Chinatown in SF it's just another day, you stroll through there and it's like walking in and out of time. You see a few decorations in SF, but nothing like downtown Chicago or NYC this time of year. But everyone does Thanksgiving because it doesn't have that religious stuff piled on top of it. Even Chinatown shuts down for Thanksgiving because it is the American day off, and though it's another world, it's still the US.
Plus its so simple, it's pretty much food, friends/family, and football.
And because food, friends/family, and football is a pretty basic deal, it's hard to screw up, it's always the Lions so it almost never matters, and because it's so basic it's far less 'ritual' than Xmas gets. So you don't have everyone bummed out about diminished expectations, how much they are now in debt, if they 'really' liked the gift and all that other slushy stuff that makes otherwise normal people have huge inter-personal crisis-meltdowns in the middle of eggnog time. It lacks all that emotional baggage that makes sane people skip Xmas entirely and go to a resort,* or out hiking, or anything else really.
And, like I said, Xmas is far from universal here, there is a whole Xmas / Hanukkah / Kwanzaa / some Islamic deal / Festivus (for the rest of us) / and in a lot of places in the American West the the Procession Tradition - La Posadas, where the ninth and final procession, Buena Noche, is Christmas Eve and end in a huge tamale party, and while not everyone, not all Mexicans do the processions, everyone in Cali is down with the tamale party / and I'm sure I'm forgetting something like Solstice - so (and this pisses a hella lot of people off of late) in America it's not "Merry Christmas" as much as it's 'Happy Holidays for whatever you're celebrating'.
* - it always surprises me the number of people who feel they are 'forced' to do Xmas, like there is no other option, when any check of resorts will not only tell you they are booked solid over Xmas, but at the highest rates they charge all year.
