And remembered how Puritans disapproved of scheduling holy days, except Sunday, so you would have a thanksgiving festival after some signal mercy, and a day of fasting after some signal tribulation and went -- duh! Naturally there would be a rigorous sect insisting on that. Mind you, it might be fun having a good thanksgiving festival after the siege of your city was broken by the fortunate illness and death of the opposing king, but the countryside was looted and you have only the food until next harvest that you managed to store. . . so lax souls would put it off a year. And even celebrate on an annual basis.
I suspect that some other rigorous souls will maintain that since all fortune is always good, that there should be regular scheduled thanksgiving regardless of circumstances. Doctrinal and celebration differences tend to be lacking in most world-building.