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

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

It's basically 'fuck the rules day.'

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Because 당신 can only take 캔디 from strangers once a year.

Because on 할로윈 all the anger build up inside 당신 from not being able to take 캔디 from strangers comes out. So 당신 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 캔디 to a fishingrod and lure 당신 towards them... know the difference ;D