Why We Celebrate Thanksgiving On The 4th Thursday Of The Month Of November

There is an explanation, but you have to go back to things decreed by Presidents Washington, Lincoln and Roosevelt (FDR, that is).
In 1789, President George Washington declared Thursday, Nov. 26, as a "Day of Publick Thanksgivin," according to the National Archives. But in the years following, the date for the holiday was announced by presidential proclamation and was celebrated on various days and in different months. When President Abraham Lincoln made his Thanksgiving proclamation in 1863, the last Thursday of November became standard.
Then came the big date dispute of 1939, when two Thanksgiving holidays were observed.

A snippet of a 1933 letter from the Downtown Association of Los Angeles asking President Franklin D. Roosevelt to move Thanksgiving to a week earlier.

Franklin D. Roosevelt Presidential Library and Museum

You see, according to the Franklin D. Roosevelt Presidential Library and Museum, a five-Thursday November fell in 1933, and some retailers asked President Roosevelt to move the holiday to a week earlier.
The president denied the request, and Americans ate their turkey on the last Thursday as always in 1933.
But Roosevelt was president for a long time, long enough for another five-Thursday November to roll around in 1939. Once again, some business leaders asked if the date for the holiday could be a week earlier to give people more time to shop for Christmas, and this time Roosevelt agreed to do it. This raised a hue and cry as many people felt that he was catering to large retailers so they could make more money.
Sixteen governors decided their states would have Thanksgiving on the last Thursday of the month as usual, and that's how some people ended up celebrating it a week earlier or later than others — for two years.
Roosevelt stuck with the second-to-last-Thursday schedule, some states stuck with the last-Thursday-of-the-month schedule and finally on Dec. 26, 1941, Congress passed a law making Thanksgiving the fourth Thursday of November.

Source: Why We Celebrate Thanksgiving On The 4th Thursday Of November : NPR