Many people do not celebrate Halloween. Just like any holiday, not everyone celebrates it. Sometimes it is because it is not a common holiday in their culture.
Halloween is considered a pagan or sacrilegious holiday by some. So even when they are in a place where most people celebrate it, they choose not to participate. Many Christians, and some Jews and Muslims, in English-speaking countries take no part in Halloween celebrations because they regard the holiday's origins as the Celtic festival of Samhain with suspicion.
Jehovah's Witnesses do not celebrate Halloween, unlike most Christians, they do not celebrate Christmas, Easter or birthdays either.