I know what you mean. I used to feel that way too. However, it occurred to me that there is also a lot of good in little ones having fun, getting candy, and an event that provides a good opportunity for 'family time'. God often uses evil for Good, and I believe that this is one of those events. To shut one's self up in the house, with the lights off, deprives one of an opportunity to do good. Even if you don't believe in God, it's hard to argue that this isn't a good opportunity to love on your neighbor's kids.
As I mentioned earlier, me and my family will be out there having a wonderful time (and I'll be armed to the teeth).