If there was no war in Mahabharata, there would be no Bhagwad Gita. Since Bhagwad Gita is a good thing born out of something bad (the war), should we be thankful that the Mahabharata war took place?
B.Gita came because of confusion to Arjuna between Dharma and Karma one has to perform. So even if war would not taken place, gita would have come through some other means. Because all these confusions are occured in day to day life. Its not just in battlefield, but in offices and personal life too. Moreover our internal life too has wars between good and bad.
Also to note here is that Krishna gave not just B.Gita but so many other gitas like Uddhava Gita which did gave during peace time to Uddhava (http://en.wikipedia.org/wiki/Hamsa_Gita).