Answer:
Hi Daniel,
We certainly should be thankful that Hashem has allowed us once more to learn and live in the Eretz Yisrael!
The question at hand is something entirely different. Since the miracle of Purim there have been many instances where the Jewish people have experienced miracles and some form of redemption. Still the gedolim of that generation felt that we have lost the power to institute a national Yom Tov to commemorate the event. Similarly, there have been many many unfortunate and tragic events in Jewish history. Still the gedolim felt that we have lost the power to institute a national day of mourning. Indeed, we find that Tish B'Av was designated as the day to mourn all the calamities that befell the Jewish people and kinos were written throughout the generations to this end. A new national day of mourning was not instituted.
What changed?
The answer to that very question is the reason why many Jews do not celebrate Yom Ha'atzmaut. Think about what changed and you'll have your answer.
Kind regards,
TF