In some ways, Halloween is a lot like Christmas and Easter. They were all Pagan holidays relating to the changing seasons that were later co-opted by Christianity, and now don't have much to do with either. We still tend to practice the Pagan rituals, but without thinking about where they came from or what they have to do with nominally Christian holidays.
But one important way that Halloween is that no one takes the mythology of Halloween seriously at all.
During other holidays, children are taught to believe in things that don't exist, whether it's Santa Claus, or the Easter Bunny, or Jesus. But on Halloween, children are taught that all those ghosts and goblins wandering the streets are actually just other kids dressed up.
That's why Halloween is the skeptics' holiday. The lesson of other holidays is to have faith in things unseen. The lesson of Halloween is to investigate what looks mysterious and find the truth behind it.