Back to the thanksgiving dinner thing: they don't really want anything other than to make it clear what they're having an issue with. But they're not asking for anything, just saying: this is incompatible with my values, I'm taking myself out.
What else do you want them to do? Compromise their values? Who are you to demand that of them? Or demand the crazy relative be booted, making the whole thing horrible for the host? They took the only reasonable action given their values: take themselves out of the equation, and explain why. Anything else would have been either childish or cowardly (again, given their core values, which you might disagree with or not feel quite as strongly about).