If you were arriving to the PARK after 4, and had hoppers, I'd say catch Osborne Lights at MGM, do an attraction or 2, then hop over to MK to close it. If you aren't hopping, I still might tend towards MGM. Although it has the a.m. EMH that day, I still think it would be less crowded than a Saturday night at MK the w/e after Thanksgiving, when many people will be flying home on Sunday. This way you can get an early bedtime, and early rise time on Sunday to hit the park of your choice.
However, if 4pm is the time your flight lands, you won't catch MGM before closing, so do MK or skip the parks, save a day of tickets,and enjoy DTD or the resorts.