This is actually a pretty new festival in the church year. Its roots go back only to the early 1900's, when the world's great empires British, American, Spanish, French, German, Russian, Japanese were all at war or about to go to war somewhere.
The man who was the pope of the Roman Catholic Church at the time wrote a letter in which he dedicated the world to Christ the King. In the letter, he reminded the empires that God is present with the whole human race, even with those who do not know God.
After World War I, Pope Pius XI designated the last Sunday in October as Christ the King Sunday, a day to remember that Christ received power and honor from God and was thereby made ruler of the universe. Christ the King Sunday is the last Sunday of the church year for good reason. It's a time to reflect on Christ's return at the end of time to rule over all creation, a theme which echoes throughout Revelation, the last book of the Bible. But here's the powerful thing about this celebration. Pope Pius created the day because of the encroachment of secular forces upon society. Something he called anticlericalism.
In 1925 Pope Pius XI wrote the following:
If We ordain that the whole Catholic world shall revere Christ as King, We shall minister to the need of the present day, and at the same time provide an excellent remedy for the plague which now infects society. We refer to the plague of anticlericalism, its errors and impious activities.
With the term “anticlericalism,” Pius XI sums up the multifaceted war waged against Christianity by modern revolutions, characterized by a ferocious and indeed demonic hatred of the church, clergy, celibacy, religious life, communion, crucifixes, church buildings, parochial schools, the cross and Gospel, and anything that belonged to or bore the mark of the Church. “Anticlericalism” is a fitting term for all this.
It was an ideological war whose roots were only beginning to grow, and after decades of deep roots, has only now blossomed in our generation.
Pius XI continues:
This evil spirit, as you are well aware, venerable brethren, has not come into being in one day; it has long lurked beneath the surface. The empire of Christ over all nations was rejected. The right which the Church has from Christ himself, to teach mankind, to make laws, to govern peoples in all that pertains to their eternal salvation—that right was denied. Then gradually the religion of Christ came to be likened to false religions and to be placed ignominiously on the same level with them. It was then put under the power of the State and tolerated more or less at the whim of princes and rulers. Some men went even further, and wished to set up in the place of God’s religion a natural religion consisting in some instinctive affection of the heart. There were even some nations who thought they could dispense with God, and that their religion should consist in impiety and the neglect of God.
The rebellion of individuals and states against the authority of Christ has produced deplorable consequences. We lamented these in the encyclical Ubi Arcano; we lament them today: the seeds of discord sown far and wide; those bitter enmities and rivalries between nations, which still hinder so much the cause of peace; that insatiable greed which is so often hidden under a pretense of public spirit and patriotism, and gives rise to so many private quarrels; a blind and immoderate selfishness, making men seek nothing but their own comfort and advantage, and measure everything by these; no peace in the home, because men have forgotten or neglect their duty; the unity and stability of the family undermined; society, in a word, shaken to its foundations and on the way to ruin.