A lot of it comes from being a relatively young country compared to anywhere in Europe with a number of different immigrant populations, and a country founded with an explicit separation between church and state (in theory at least).

Most of our holidays are secular - Presidents' Day, 4th July, Memorial Day, Labor Day, Veterans' Day (= Armistice Day), etc. Christmas is a holiday, but that's mostly because so many people celebrate it, kids are off from school on winter break, etc.