Thanksgiving is a tradition that started rather early. Wikipedia has it at about 1621 OR 1619 (depending on where you start counting). What genocides occurred on or before 1621, that Thanksgiving might have commemorated? Wikipedia says that Indians were invited to the Thanksgiving celebration of 1621. If the Thanksgiving celebration was indeed a celebration of a genocide, then it was presumably of a genocide of some other tribe.

Of course, there is also the possibility that Eliezer is trying to be flippant. Not everyone finds genocide to be funny, but some do.