In 539 B.C., the Chaldeans were conquered by the Persians. The Persians allowed the Israelites, now known as the Jews, to return to Canaan and rebuild their temple and cities.
Many Jews chose not to return, instead remaining in Babylon. By now, they had built homes and lives among the Chaldeans. Other Jews chose to immigrate to other lands. As they did so, they retained their Jewish culture and bloodlines.
Thus, though they were outside of their homeland, they remained connected as a part of the Jewish people.
If you don't know where you're going, you might not get there.
President Lincoln proclaimed the first national Thanksgiving Day in 1863.