Short answer: Because lots of folks did before us!
Long answer: There are quite a few potential origins of trick-or-treating. Let’s explore some of the main influences.
Samhain: 2,000 years ago, pre-Christian Celts celebrated Samhain. They left food and drink on their doorsteps for the dead, who were said to return to Earth to roam the streets on the night of October 31st. In addition to leaving offering and lighting bonfires in homage to the deceased, the Celts would dress in disguise before leaving the house so they would not be confused for the dead.
All Souls’ Day: When Christianity firmly rooted in the Britain Isles it overtook Samhain and converted it into All Souls’ Day, a time for honoring the dead. Much like Samhain, celebrants dressed in disguise and lit bonfires. They would also visit houses of those wealthier and offer to pray for the wealthy inhabitants’ dead relatives in exchange for pastries called soul cakes.
Guy Fawkes Night: On November 5th, children in Britain wear masks, light bonfires, and beg for pennies in the street to commemorate the Gunpowder Plot of 1605 in which Guy Fawkes took part in a Catholic-led conspiracy to blow up the Parliament building in an attempt to remove King James I from power. Fawkes was tried and executed for his part in the conspiracy.
Trick-or-Treating: Samhain, aka All Souls’ Day, and Guy Fawkes met when British citizens immigrated to the United States. The customs melded briefly, then gave way to pranks and vandalism during the Great Depression. Community-based trick-or-treating was organized in response to the violence. The tradition was interrupted by WWII and sugar rationing, but began again soon after the war.