What an interesting question.
In my experience at Halloween, there are more incidents of minor vandalism around my neighborhood. Since I've been in my house handing out the candy I haven't seen any bully behavior but some of the "children" coming to my door look like young teenagers. They usually don't have costumes and just take candy (for whatever reason). For all of the younger children at my door I do see parents or some adult waiting on the sidewalk. There were many little kids who actually thanked me or said "Happy Halloween" after taking their candy. I was truly surprised with the politeness of the children.
I don't think Halloween overly contributes to a child stealing or being a bully. Once every year (for young children) is not enough reinforcement to develop bad behavior.