True, in the United States it has been historically linked with the mandatory marches held by the Soviet Union and the Communist World (until Communism fell from the Soviet Union, and thus from Europe). However, the rest of the world has considered this its Labor Day since from before the establishment of "Labor Day" in the United States on the First Monday in September.
The reason for the establishment of a "Labor Day" is obvious. Mayday had become symbolic of revolution, and while there were portions of the working class who wanted revolution, the main part of the working class wanted better pay, fewer hours and a weekend to relax. "Labor Day" became a way to honor workers without referring to revolution and worker's republics.
Of course, now Mayday has been forgotten in the United States. Only immigrants would remember the importance of this