Hey, no offense taken =)
Well, the reason they don't do holidays is because all holidays are based on what are called Pagan beliefs.
Christmas : Its not Jesus' birthday, the actual date is never mentioned in the Bible. And it sorta makes sense that Jesus birthday would NOT be in the dead of winter, seeing as how there were still farmers out with their animals in the time of year. Secondly, Ceaser had called a Census when Mary was still pregnant with Jesus, and they had to travel by mule to Bethlehem Ephratha, to be part of the Census, now with a society in a little bit of turmoil from things going on aruond that time, (not real good with history or Id name examples) he would not have asked millions of people to travel in the dead of winter to take part in a Census. It only makes sense. He was 33 1/2 years old when he died, and he wasnt born in 1, or 0. (there was no Year 0). He died in 27 CE, so if you count back 33, taking into account the extra year 1, (it went 3, 2, 1, 1, 2, 3) you arrive at 2 BCE. We just don't know the actual date.
Birthdays : If God doesnt think its important to mention his own Son's birthdate, why celebrate ours? The only two birthdays mentioned in the bible, someone was killed.
Thanksgiving : thats a National holiday, not even reallya HOLY-DAY, which is what a Holiday is. God never told us to give thanks to the Native Americans for ripping their land from them.
Halloween: Hallow's Eve, its spiritisic, and has to do with demons, the dead, the afterlife, etc.. Its based on remembering the dead, or believing that they come back for one night after death. The Bible states there is no activity after death. "but the dead know not any thing, neither have they any more a reward; for the memory of them is forgotten" Ecclesiastes 9:5 The bible claims there is no afterlife.
Thats just an example, Im not an expert myself, or I'd go in to greater detail about Valentines day, Easter, etc. Im still studying with them.
They don't have a drastic change in lifestyle or anything, though some people, depending on their circumstances may have to make significant changes, if they were living a life of prostitution, drugs, illegal activity, spiritistic practices, etc. Its not like they have to castrate all the men and have women be servants or anything.
Anyway, yeah man, no offense taken at all, I was just curious, as Ive heard that comment several times.