Do you get annoyed that Christmas stuff shows up way before Thanksgiving? I do, I don't like to have everything blending all together. I want to focus on Thanksgiving and then move on to Christmas, not have Christmas show up months in advance.
Christmas is much larger than life than Thanksgiving will factually ever be, so I believe it is fitting that companies and businesses start mass advertising holiday shopping deals or instilling the spirit in everyone from early. At the end of the year, they all depend on making some huge profits to start the new year with. It's understandable. Plus I love Christmas, the festivities and the sales in general and don't mind it at all.
Christmas is more commercial and also worldwide, so manufacturers have planned all their stock and the stores have bought things a year in advance, so they need to sell it. Thanksgiving isn't everywhere and it's more of a long holiday for people to get together and Black Friday. I think it's good as people tend to be nicer and wind down for the holidays in general.
It's a marketing strategy, since the earlier they show those Christmas ads the more profit they get. I don't really get annoyed though when I see Christmas stuff or ads in advance, since it's just a natural part of the season.