Why it works
The Halloween Gambit is objectively unsound — taking the knight with 4...Nxe5 is correct, and the engine backs Black throughout the pawn storm. What the storm is really for is fear: 5.d4, 6.d5, 7.f4, 8.e5 keep asking the knights where they live. 9...Ng8?? is the move the gambiteer dreams of — full retreat, every piece back in the box, and now 10.d6! seals Black in: 11.Nd5 follows, the c7-fork lands with 12.Nc7+, and the line ends 14.dxc7+ with White winning material from a position that was never objectively good. Panic, not the pawns, decided the game.
Refutation
9...d6! strikes back at the very centre that terrorised the knights: it hits e5, opens the c8-bishop and gives the pieces squares again (engine −0.9, i.e. Black keeps a clear plus). Against the Halloween the recipe is always counter-attack in the centre — every retreat makes the sacrificed knight worth more.