there is no reason and it is not a general assertion..
In some cases those are the most intense, in some other not. It depends on the material and on the crystallographic texture of the film. In your case it is quite likely that you have a 00l (fibre?) texture and therefore an enhancement of the corrresponding signal
Dear Matteo Leoni, thanks for the reply. In case of cobalt ferrite (004), barium titanate, strontium titanate, PMN-PT.......... I have intense 002 peaks....