Those opposed to such study or observance of such practcies usually cite Lev 20:23: as the source of not merely a moral objection, but an actual halachic prohibition on doing so. The verse reads: "V'lo tailchu b'chukot hagoy asher ani m'shalech mipneichem, ki et kol aleh asu va'ukas bam." This is usually translated as "Nor shall you walk in the ways of the nation which I drive out before you, for all of these did they do and I abhorred them."
Those relying on this verse as a general prohibition on studying or practicing "non-Jewish" things (however defined) require several counter-textual and grammatic changes. In the first place, it requires dropping half the sentence that gives the causative and loops back to the previous "all of these things" that God abhorred (in this case either the specific antecedent of sexual immorality and idolatry or the broader antecedent that would encompass certain other behaviors such as not cursing the deaf). Even if we just limit ourszeves to "V'lo tailchu b'chukot hagoy asher ani m'shalech mipnechem," the clause requires significant further surgery. As stated, it is limited entirely to the nation "that I shall drive out from before you." If this is a rule of general applicability and not merely a limitation on following Canaanite customs, that clause goes as well. But even more textual elidation is required. The sentence still begins with "V'lo" "And you shall not," linking it to the immediate antecedent of incest and idolatry.
But even if we drop the Vav (the letter that means "and") we still aren't done. That leaves us with "Lo Tailchu B'chukot hagoy" "Do not walk in the ways of the Nation." That's a definite article and a real problem for a rule of general applicability. We have to transmute the sentence to "lo tailchu b'chukot hagoyim," making it plural. Which is, in fact, the way I hear most people quote it (if one can call this a quote) when arguing this point.
But even accepting this rewrite still leaves us with a significant problem of interpretation as a general bar on studying things like philosophy, participating in civic affairs, or celebrating Thanksgiving. The Hebrew word "chok" (the singular of "chukot") which is usually translated here as meaning "customs" "ways" or "laws" has a more specific meaning. Generally, when the Torah uses the word "Chok," it applies to a law whose reason is not discernable by rational process. This is opposed to a "mitzvah," or "command," which is a rule one could derive by human reason. Thus "do not kill" is a "mitzvah" because this is a rational rule that one would expect to arise in an ordered society (just as most ordered societies have exceptions to this rule). But "thou shalt not boil a kid in its mother's milk" is a chok, because we would not know it was wrong without God telling us.
The Torah uses words with precision. Had it meant to ban general practices it could have said "v'lo tailchu b'darchei hagoy" "and you shall not walk in the way (road) of that nation," which would have had the virtue of consistent imagery as well as greater general applicability. We must therefore conclude that the use of the word "chukot" irrational laws or customs, is what is understood.
A study of non-Jewish philosophers or subjects is hardly an irrational practice. Nor is engagement in secular civic affairs. Nor even is the idea of taking a specific day to consider all that is good in life and be thankful for it irrational.
So next week, I shall wish everyone a Happy Thanksgiving.