Ha. I think it was always a Thursday here (although I'm not sure). They should have just made it a Monday like you guys since that is when most Federal holidays occur anyway.
Thanksgiving Day has always been on a Thursday in the U.S. Prior to 1941, Thanksgiving was the last Thursday of November but was moved to the fourth Thursday of November by FDR.
AND...it should remain on Thursday
because that is the tradition in the United States.
Personally, I would support changing all federal holidays back to the traditional dates regardless of when they fall during the week. In fact, the U.S. should adopt a few more holidays and everyone should know that if it happens to fall on a "non work day" (for most people outside the retail and restaurant industry) they just don't get an extra day off that holiday.