There actually is no such thing as a “USA holiday”. The USA federal government does not have the constitutional authority to declare a national holiday. At the best, the Federal Government can only declare a holiday for Federal Government Employees., but nobody else.
So the collection of holidays included in any particular personal, local or state holiday calendar anyone puts online to use or subscribe to are nothing more than some or all of those federal government employee holidays, various and different State holidays, and various and different local holidays that the issuer of the subscription calendar chooses to include.
Every single State chooses to not observe at least one Federal Government Employee holiday with instead one of their own State Employee holiday. And every single School district and company chooses which Federal Employee, State Employee and local or traditional holiday they choose to officially observe.
So if the Apple default decided holiday calendar doesn’t meet your needs, you need to turn that off and find a subscription calendar that you prefer, or make your own.