I deal with this on a regular basis, as I celebrate none of the traditional holidays. My sil asked me once about Christmas. I tried to explain to her that I was raised with different religious beliefs and do not view Christmas as she does. Her response was something flippant like, "Well, maybe when you have children...". How rude and invalidating for her to just wave off my belief like it was nothing. That kind of attitude makes me want to be anti- whatever it is instead of just indifferent.
I, too, respect the rights of others to celebrate as they wish; and I wish that more people could be understanding or at least tolerant.
I don't feel bad about how I act on my beliefs. I respect and love all people and have never tried to force my way of living onto them. That said, I keep my responses to a minimum, unless they probe further. People tend to assume that if you don't do something that they do, then you are judging them. That's silly to me; one has nothing to do with the other.
In the case of Halloween, my disinterest is not driven by religion at all. I just don't care to participate. That holiday means nothing to me, and I don't find it necessary to participate in any acknowledgment of it. Should I choose to explain myself, that is all the explanation that I need. People who really care to know more and understand can get it. Anybody who is offended by that is way too caught up in his own stuff to be interested in hearing from me. I can't do anything about that.
Good luck to you, and I'm glad that you don't feel pressured to go along with something that you do not agree with.