Sure he did, I honestly don't think that there is a lot of debate about it, but maybe there is more than I know. However, the likely fact that he celebrated the Feast of Lights/Hanukkah does not necessarily make the books of Maccabees scripture. It was written around 100-60BC, so likely that it would not have been read as scripture by the Jewish community. It may have been read as popular history, or part of some traditions in a liturgical way, however.
It is not a "Holy Day" like Yom Kippur or Passover, or even the Sabbath, however. Compare it to how Americans celebrate Independence Day as well as Easter/Resurrection Sunday. One is religious outright, one is a celebration. The comparison is not exact since the rededication was also religious, but you get the idea.
The feast celebrates a historic event that happened, the books tell that story, but that does not necessarily mean that the actual books are scripture. The event only happened around 160 years before Jesus, that's roughly the time from Abraham Lincoln's Presidency to now, for perspective.
Think of it like a book about Jesus. You could have a historical book that tells all of his life and resurrection, but that would not make that book scripture.
Who says the NT does not mention the apocryphal books? There is also mention of Enoch, among other suspected books. The thing is that the canon of scripture for Jews and Christians was not completely set at the time of the writing of the NT, so there were other books floating around, much like the time before the Christian canon was decided.
*edit*
I should add, the NT mentions content and "books" that may be the same as we have in the apocrypha, but they also may not be, most of the time we don't have enough evidence to say so conclusively. What is conclusive is that the content is similar enough that it is possible. But personally, I don't think it is wise to rest "possible" with scripture. I would prefer to err on the cautious side on this one and leave it to apocryphal literature, the same as I do with Enoch.