It's a strange thing, which as far as I've seen, is uniquely American. We don't say Independence Day very often, instead preferring Fourth of July. This of course leads to endless tricks such as asking if they have a fourth of July in France and people say no. Why do we call it that?
Mostly simply, it's easier to say, with fewer syllables overall and shorter words. And it uses the common date format, as opposed to using an unusually long and infrequently used word like independence.
I also think we just don't think so much about independence. It's more of a fireworks and barbecue day mixed with parades and hyper-patriotism. America, fuck yea! Also it's a fireworks day. We like fireworks and set off a lot, even where they're illegal without a permit.
Besides turning into an excuse to make noise, I think it's also because of the British and our relationship with them. For many countries which fought for independence, it was more recent, and they didn't come out of it very well. There's a lot of animosity, and understandably so. While we certainly had our grievances and our decently long war, and then our capital getting burned down during the war of 1812, at present times we're pretty good friends as far as nations go. We've had over two and a quarter centuries to break the habit of saying "fuck you!" to each other. Those places which broke away in the 1900s haven't had that time.
It helps that until the declaration we were English citizens, both by right and by blood, as opposed to many other colonies which were essentially occupied territories. We fought for independence while others fought for liberation. This might have turned out differently if we hadn't by one means or another killed off millions of native Americans. If they had been fighting for independence, we'd see a much different set of relations.
Which brings me to Canada. What's their deal? I mean, are they their own country, are they a British colony? Don't they still bow to the Queen? It's all very strange to me. But they seem to do pretty well, so I'm in no position to criticize. In fact, Canada is the only country which has been invaded by us and not gotten pounded flat. True story. We tried at least twice and lost both times. I'm not claiming we won every time we invaded or occupied or whatever you want to call it, but we did at least bomb them senseless. See Vietnam. We did an excellent job ruining everything. We lost, but at least they didn't get to enjoy it. Not Canada though. That northern neighbor has resisted everything, and not for lack of trying. How? What is it about Canada that has resisted us for so long? I know we did grab some bits when we were drawing the border out west, but that was more a matter of us shouting louder during negotiations. It's not like Mexico that lost half its land to a few rowdy Texans. How Canada, how do you do it!?
Happy Fourth of July to everyone, even if this isn't the day that you took on and defeated the most powerful empire of the day, though we did have the help of the French, who are totally underrated militarily.