Nelly has tried to embrace the fact she's a black cat, and as such she is expected to play her role on Halloween as a symbol of superstition, adding a bit of uneasiness in the hearts of those whose path she crosses.
Problem is, Nelly isn't the bravest kitty. It's fair to say all these monsters and ghouls make her uneasy. She's singed her tail on a candle before, so she has little love for Jack O'Lanterns. And the idea of flying on the edge of a broomstick is totally out.