These things you are struggling with are very normal for someone leaving the religion. Cult mind control does not disappear just because you lost faith in the cult, it takes time. These fears were planted deep, on an emotional, not intellectual level, and you will have to work at teasing out and uprooting them. Be assured that reason and logic will win out eventually, although it may take a few years.
In the meantime, don't do anything you don't feel comfortable doing. A lot of people don't necessarily like dressing up for Halloween, so you won't stand out because you don't. Let your wife enjoy it and just be an observer for now, hand out candy, if you feel like it, and just enjoy the simple pleasure of seeing the children in their costumes.
It's a huge deal in my neighborhood, we get over 600 trick or treaters and we go all out, but that wasn't always the case. At first I was just happy to not have to turn out all the lights and hide out in a back room hoping no one would ring the doorbell like a good JW, I didn't start dressing up for five or six years. You may never get to that point and that's OK too, we all have different personalities after all.
At least you understand why you feel uncomfortable with it, and that puts you ahead of the game. I am sure you will eventually come to terms with it all and make choices on current realities, not past conditioning. Some people seem to stay in a kind of limbo, not believing in the religion, but not fully embracing their new life either, and that is kind of sad, don't let that happen to you.