If parents say, "Never take 糖果 from strangers" then why do we celebrate Halloween?

Because they don't want 你 taking 糖果 from strangers. If you're dressed as someone else, it's okay.

It's basically 'fuck the rules day.'

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Because 你 can only take 糖果 from strangers once a year.

Because on 万圣节前夕 all the anger build up inside 你 from not being able to take 糖果 from strangers comes out. So 你 dress up in a creepy suit and try to scare people at their porches and take their candy.

Also on Halloween, strangers don't tie their 糖果 to a fishingrod and lure 你 towards them... know the difference ;D