One of way of looking at this is: You are preparing metal oxide - you are oxidizing something. Therefore, for equilibrium, you need a reduction reaction. Nitrate (NO3-)could be reduced to nitrite (NO2-). Whereas, halide salt does not directly participate in the reduction reaction. You have to hydrolyze the salt. But, chloride has a weaker interaction with water (chaotrope) than nitrate and will not be very effective in producing metal hydroxide. Other reason is: you do not want to contaminate your oxide with chloride.