You're leaving out the part where they almost died of starvation until the local indian tribe offered them food. They were thankful not to have starved, they were thankful that they made it to the New World, they were thankful they were no longer serfs, they were thankful for religious freedom, they weren't Catholic. They were thankful for having Hope at last. Im am thankful for a future of Hope as well.
PS Remind everyone you see…THERE WERE NO SLAVES ON THE MAYFLOWER!!!!!