From Pope Pius XI’s encyclical Quas Primas (1925):
It is not necessary, Venerable Brethren, that We should explain to you at any length why We have decreed that this feast of the Kingship of Christ should be observed in addition to those other feasts in which his kingly dignity is already signified and celebrated. It will suffice to remark that although in all the feasts of our Lord the material object of worship is Christ, nevertheless their formal object is something quite distinct from his royal title and dignity. We have commanded its observance on a Sunday in order that not only the clergy may perform their duty by saying Mass and reciting the Office, but that the laity too, free from their daily tasks, may in a spirit of holy joy give ample testimony of their obedience and subjection to Christ. The last Sunday of October seemed the most convenient of all for this purpose, because it is at the end of the liturgical year, and thus the feast of the Kingship of Christ sets the crowning glory upon the mysteries of the life of Christ already commemorated during the year, and, before celebrating the triumph of all the Saints, we proclaim and extol the glory of him who triumphs in all the Saints and in all the Elect. Make it your duty and your task, Venerable Brethren, to see that sermons are preached to the people in every parish to teach them the meaning and the importance of this feast, that they may so order their lives as to be worthy of faithful and obedient subjects of the Divine King.
— Quas Primas 29