At least it's just Halloween.
At the risk of being thought of as a misery, I'm not too happy about Halloween either, and I'm an atheist. As far as I can tell, 'trick or treat' is begging with menaces (plus spending money on fancy dress and standing about in the cold)
Of course being an atheist I don't particularly like the questions I get about:
Jesus and Christmas (well, a baby was born and a lot of people seem to think it was God, as well as a baby, and their so happy about it they buy you Lego)
Easter (well, you remember the Christmas baby? Well, when he grew up he was murdered even though he was God, and so people buy you chocolate eggs)
Eid (right, well God (a different one to Christmas and Easter, but people who believe in a God insist theirs is the only one) anyway, some people think He asked a man called Abraham to kill his son, and then said not to kill him after all, so people have a big party and give each other presents, and although we don't believe that either it's not part of this county's heritage and so no-one buys you Lego. Or chocolate eggs)
So in comparison 'people dress up in gory or frightening costumes because it's fun' is quite easy to explain. I still don't like trick or treat though.