From Pope Pius XI’s encyclical Quas Primas (1925):
That these blessings may be abundant and lasting in Christian society, it is necessary that the kingship of our Savior should be as widely as possible recognized and understood, and to the end nothing would serve better than the institution of a special feast in honor of the Kingship of Christ. For people are instructed in the truths of faith, and brought to appreciate the inner joys of religion far more effectually by the annual celebration of our sacred mysteries than by any official pronouncement of the teaching of the Church. Such pronouncements usually reach only a few and the more learned among the faithful; feasts reach them all; the former speak but once, the latter speak every year—in fact, forever. The church’s teaching affects the mind primarily; her feasts affect both mind and heart, and have a salutary effect upon the whole of man’s nature. Man is composed of body and soul, and he needs these external festivities so that the sacred rites, in all their beauty and variety, may stimulate him to drink more deeply of the fountain of God’s teaching, that he may make it a part of himself, and use it with profit for his spiritual life.
— Quas Primas 21