Yeah, that comic doesn't make sense.
The history of Thanksgiving in Canada goes back to an explorer, Martin Frobisher, who had been trying to find a northern passage to the Orient. In the year 1578, he held a formal ceremony, in what is now the province of Newfoundland and Labrador, to give thanks for surviving the long journey.
The first recorded Thanksgiving ceremony was on September 8, 1565 in what is now Saint Augustine, Florida. Six hundred Spaniard settlers under the leadership of Pedro Menéndez de Avilés landed at what would become the city and immediately held a Mass of Thanksgiving for their safe delivery to the New World, followed by a feast and celebration.
They were initially created by different people for different reasons.
<edit> -- and incidentally, it was celebrated long before our countries even
existed!
Plus, ours is a simple holiday to eat food and celebrate, not a insanely commercialized shopping day!