For me personally (and I cannot possibly speak for all Christians, and may very well be mistaken), it's potentially opening the doors to evil. It's giving evil power, and it's celebrating it.
Wow - so so ill informed. Do you not let your children visit Santa because it is an anagram of Satan?
It is also very insulting.
To anyone who is pagan it is new year - do you have a problem with New Year?
For Mexicans it is a day when family and friends to pray for and remember friends and family members who have died, particularly those who have passed in the last year. Do you have a problem with praying for those who have passed?
For RC (not so sure about C of E) it is the eve of all hallows (All Saint's day) which is then followed by All Souls day.
Historically All Saints day was considered such a holy day, the holiest day of the year other than Easter that evil spirits dare not come out so they would attempt to come out in larger numbers on the eve (the whole day not the evening) but they could be warded off if you dressed like them and used humour.
Soulcakes have been traditional for hundreds of years, people would pray for the soul of the departed and ask for a could cake in return. Similar to carol singing, only prayer not carols - this has developed into trick or treating.
I suppose you have been told that apples are traditional because they contain a pentagram? Not true, many Christians (some still do) abstained from meat during the three days of honouring the dead, and it is autumn, the perfect time to eat apples or use them to cook with.