Specifically, former CEO of Sears and Kmart Eddie Lampert really introduced America to Thanksgiving Shopping back in the Great Recession era (2008-09). He thought this gave Sears/Kmart an advantage over competitors. One by one, other retail stores joined suit and so we can really blame Eddie Lampert - the mediocre leader who presided over Sears Holdings' death spiral into bankruptcy - for this so-called innovation which spoiled one of the few remaining "pure" American holidays.
My family shopped a lot at Sears during my childhood and while it became less relevant in recent years (in part due to Target's ascendancy) I still lament its collapse. In its now-distant heyday, Sears was a very powerful retail force in America. Its century-old catalog delivery service, started in 1886 and inexplicably killed off in 1993 just on the verge of modern e-commerce, was the precursor to today's Amazon.
I guess it's the "creative destruction of capitalism" and you can read articles online about why Lampert was such a mediocre corporate leader.