Christmas, Good Friday and Easter are the only holidays that are recognized in most places. Of these, only Christmas warrants a “Public Holiday”, as Easter always falls on a Sunday, and Friday is typically only celebrated by a select few religions in a service.
One could argue that Thanksgiving is Deist rather than Christian. The Pilgrims gave thanks to God for their bounty and survival. The role of Christ, while important, may or may not have been significant.
I see no reason why either a Jewish or Muslim person would find offence with giving thanks to God.
Most Jewish people I know don’t. But too many Muslims don’t just take offense, they find it worth slaying you over because it’s the “wrong” God.