... As you are familiar from the Megillah, Ahasuerus arranged a sumptuous banquet. The food and drinks served at this feast were not kosher. At the same time degrading use was made of the holy vessels of the Bet Hamikdash which were in the custody of the Persian conquerors. Nevertheless, some Jews participated in the banquet and partook of the non-kosher food. Therefore, when we commemorate the downfall of Haman and the frustration of his murderous plans after the Jews had completely returned to G-d, we celebrate the festival also by sending each other Shallach Manot of ready-to-eat food and drinks, thus demonstrating our loyalty to G-d in general and to His laws of kashrut in particular.
There is a more profound explanation also.
Persia, in the days of Ahasuerus, was the mightiest empire in the world. It also boasted of the most advanced civilization of those days. On the other hand, the Jewish people at that time was in despair. The Holy Land and the Bet Hamikdash lay in ruins. The opinion was widely circulated that G-d had abandoned His people. This was supported by miscalculations purporting to show that the period of seventy years' exile prophesied by our prophets was at an end, yet the promised liberation had not come. This, in fact, was one of the reasons why Ahasuerus made that pompous feast and dared to profane the holy vessels.
Under the circumstances, when the head of the mightiest world empire and civilization arranged the royal feast, inviting to it representatives of all nations, the Jews among them, many Jews could not resist the temptation. They were not deterred by the fact that this banquet was to mark the beginning of a new "era" of complete assimilation and were deluded by the friendly slogan of "no compulsion." Thus they became a party to the profanation of the holy vessels.
Symbolically, the profanation of the holy vessels of the Bet Hamikdash marked also the desecration of the Divine soul which forms the sanctuary of every Jew and Jewess. The purpose and mission of this Divine spark is to light up one's immediate environment and one's share in the world at large with the light of the highest Divine ideals. Far from fulfilling their soul's mission upon this earth, those weak Jews lent aid and comfort to the forces of assimilation and darkness. By partaking from the "food" of Ahasuerus they contaminated both their bodies and souls.
Purim, therefore, reminds us not to be carried away by the outer sparkle of foreign civilizations or cultures, and not to be misled into assimilation by the notion that it appears to be in no conflict with our spiritual heritage.
We are unique people, as stated in the Megillah: "There is one people (although) scattered and spread among the people of the world, (yet) their laws are different from those of other peoples." We have preserved our laws. It is by preserving our Torah and mitzvot that we Jews in general, and our youth in particular, can best contribute towards the enlightenment of the world at large and bring real happiness to ourselves, our people and humanity as a whole...
--From a letter by the Rebbe, 1951