I have never let the children go out begging , which is what it amounts to imo.
You are thinking of it wrongly, we always went to friend's houses and the neighbours, and I don't think I ever heard anyone complain that we were 'begging' or even say anything close. We always had a 'party piece' though, it was just as much a social event to visit people as it was about what you were going to dress up as and what jokes etc you were going to do, it was all a performance which you, a humble kid could have the freedom to decide to do, and not have anyone tell you otherwise. If done the right way it can be a great experience for your kids too (I remember one year ....oh the sophistication..... Unleashing a Spike Milligan Poem on some unsuspecting neighbours amongst other things!
).
THAT SAID, the last time I ever did it (in Primary 7), I went out with a friend who went to completely random people's doors, said 'Trick Or Treat', with little intention of doing a 'trick' and just expected everybody to give him things. It was the complete opposite of what I had been brought up to do.
I also seem to remember him complaining that I was taking too long talking to people etc and I was wasting his precious time to get more 'loot', but doing it with at least a modicum of civility was what it was about for me, and I actually found his forcefulness quite embarrassing as it really WAS begging.
Oh and it was 'Guising' too, none of this trick or treat crap.
Incidentally, we didn't have a single soul here this year, which is just as well as we forgot to get anything! (unless Creme Brûlée is an acceptable thing to give to random kids these days!)