Yeah there are little signals – costumed trick-or-treaters and such – in other areas, but Lion’s Arch is festival central. Plus, Mad King Thorn is kind of connected to Lion’s Arch specifically, so it makes sense that his legacy would be most celebrated there. Although I’d laugh to see a little encampment of humans determined to celebrate Halloween in Rata Sum despite the asura not knowing the festival at all!
There is a little Halloween area in every starting map. They are even human npcs. xD