It is Christian in origin, albeit a minor local Christian tradition (developed in the US) rather than a major near-universal one. Like many Christian traditions, it has been secularised, just as Christmas has been. I think the big difference between Thanksgiving and Christmas, is the Christian origins of the later are much harder to forget. That’s why relatively few Jews (for example) are willing to celebrate Christmas even in a wholly secularised form, whereas the majority of American Jews have no problem with celebrating Thanksgiving-Christmas is still identified with its Christian origins in a way in which Thanksgiving is not.

That said, not all American Jews do view Thanksgiving as acceptable. Among ultra-Orthodox Jews, the belief is widespread that celebrating Thanksgiving violates Jewish religious law against observing non-Jewish festivals. Likewise, some conservative Muslims (Salafis in particular) view Thanksgiving as haram for parallel reasons. You might say these Jewish and Muslim objectors are paying more attention to the festival’s Christian origins than most Americans do.

Thanksgiving isn’t the only example of a minor American Christian tradition being secularised - the same is true of Mother’s Day and Father’s Day. Unlike Thanksgiving, which is rarely observed outside of North America, Mother’s Day and Father’s Day have spread to most of the rest of the English-speaking world, even if not always on the same date. Many cultures have indigenous traditions of festivals to celebrate motherhood and/or fatherhood, going back centuries or more; but in Anglophone countries, Mother’s Day and Father’s Day are generally American in origin, and only date to the 20th century, not due to one of those older traditions.