The reason there's no holiday for Garvey in America is because he's not the hero he's cracked up to be:
A closer look at his Wikipedia page shows that Garvey is a much more controversial and divisive figure:
"However, his black separatist views—and his relations with white racists such as the Ku Klux Klan (KKK) to advance their shared interest in racial separatism—divided Garvey from other prominent African-American civil rights activists such as W. E. B. Du Bois who promoted racial integration.
Garvey was a controversial figure. Some in the African diasporic community regarded him as a pretentious demagogue and were highly critical of his collaboration with white supremacists, his violent rhetoric, and his prejudice against mixed-race people and Jews. He nevertheless received praise for encouraging a sense of pride and self-worth among Africans and the African diaspora amid widespread poverty, discrimination, and colonialism. In Jamaica he is widely regarded as a national hero. His ideas exerted a considerable influence on such movements as Rastafari, the Nation of Islam, and the Black Power Movement."
I don't think most people would support parts of Garvey's ideology such as this, again from Wikipedia:
"In the U.S., ideas about the need for black racial purity became central to Garvey's thought. He vehemently denounced miscegenation, believing that mixed-race individuals were 'torn by dual allegiances' and would often ally 'with the more powerful race,' thus becoming 'traitors to the [black] race'. Garvey argued that mixed-race people would be bred out of existence.
Garvey's belief in racial separatism, the migration of African Americans to Africa, and opposition to miscegenation all endeared him to the KKK, who supported many of the same policies. Garvey was willing to collaborate with the KKK to achieve his aims, and they were willing to work with him because his approach effectively acknowledged the idea that the U.S. should be a country exclusively for white people and would abandon campaigns for advanced rights for African Americans within the U.S."
It is a bit easy to see why he isn't viewed in high regard to most Americans.