Connecting an engagement, wedding, etc. with a holiday is never a good idea. Neither is giving an engagement ring on Christmas or birthdays. These events should be an occasion unto themselves!
However, ReineV, your sister doesn't think so. I agree with the sheepster; go ahead and sacrifice this year hoping that this will be the only time. Tell your sister that when their anniversary rolls around each year, everybody is coming to their house for Thanksgiving! She might rethink it all then.
Think positive. One never knows what new Thanksgiving traditions may come from this!