No, Thanksgiving isn't typically a holiday for costume-wearing. No, there is no obvious connection between the Sexy Sax Man and Thanksgiving. No, none of this matters because U.S. MEN'S NATIONAL SOCCER TEAM/LOS ANGELES GALAXY DEFENDER OMAR GONZALEZ MAKES HIS OWN DAMN RULES:
Come to think of it, the pilgrims probably did a little sexy saxing themselves. This makes perfect sense. And hey, good on Gonzalez for actually learning "Careless Whisper"!