Bruce did, in fact, show up when the invitation was given to him. He had told Lucy to go be with her mother, as well. However, Bruce had his computer set up to detect any high level crimes in Gotham. He would automatically get a message if something came up. He knew crime never took a holiday off, and he didn't enjoy doing it himself. But he didn't have the option of forcing Terry to skip Thanksgiving.

He brought pecan pie that Lucy had made with him.