The main problem, for me, is the music.
There are simply not enough songs that fit the Halloween theme and are appropriate for the dances, so we get some kind of mix of a) songs with extremely tenous "spooky" links; b) repeats; c) songs that are not the right tempo etc for the dance being performed. Although that last one isn't exclusive to Halloween.
All that aside, I'm ok with theme weeks as a concept, it's just they often are hard to pull off. It comes across as some couples being lumbered with awful concepts and others gifted with great ones, which is both frustrating and leaves ample room for viewers to start throwing around accusations of favouritism.
I won't get into the favouritism thing here, except to say it's interesting how people can have such different perspectives on who is being treated as a favourite!