All Saints Day is a Christian Holliday.
Halloween, despite its temporal connection, never was.
All Saints’ Day was probably created to compete with or replace a Celtic Pagan Fall holiday - just like December 25th was selected to compete with and replace the pagan feasts of Sol Invictis and Yule. Nobody knows for sure the day Christ was born, although the Orthodox date is probably closer than the western Christian date.
As I said, Halloween marks the evening, or eve, of All Hallow’s — All Saints Day. In Mexico it fell close to an indigenous holiday remembering and honoring the dead, so the Spanish missionaries co-opted the native celebration and made it the Day of the Dead, which is still widley celebrated in some decidedly non-Christian ways. That said, the Mexicans have a peculiar attitude toward death, and portray it as something to be made fun of, satirized and laughed at.