No. Trick or treating is when you go door to door dressed as a threat and extort candy from the occupants. Dying is when you cease to be and your body returns to the Earth.
My favorite is when Trick Or Treaters would go to Quentin Tarantino's house and then the kids would say "Trick-or-treat, smell my feet" and Tarantino would tackle them and start sniffing like an all you can sniff buffet.