No you're NOT wrong for not wanting to spend time with family for Thanksgiving.
The choice is yours and nobody should try to force you to spend a Holiday with family that you don't want to spend time with.
I hate big gatherings myself and stay home on Holidays.
Also with this new Covid-19 it's a good idea to not travel and possibly catch Covid-19 or spread it to others.
Many people are not heeding the warning of staying home and not traveling right now for Thanksgiving or the holidays.
But it's best to stay home and stay safe.
I always hated going to my Grandmas house as a kid for Thanksgiving as we had a huge gathering and I just wanted to hide in the bathroom until it was over.
If you want to stay home and not spend time with family on Thanksgiving you should do so as you can spend time with the family you want to spend time with when you want too.