Because more people will see them and they’re kind of iconic, so they’re a fun target for graffiti. People don’t really vandalize other people’s personal cars unless they have a grudge or they’re trying to break in to steal something. It’s kind of a jerk move.
They’re also parked overnight in more remote areas than most cars. In fairness if you parked your car in an industrial area near a train yard overnight it’s probably more likely to get broken into than on a residential street.
It doesn’t matter which is a bigger target, it’s whether trains are a target at all. Vandalism definitely impacts cars; there are lots of issues with broken glass in cities around the world. Sometimes from a random person just smashing every car on the block, or for theft.
But trains are definitely a big target, given you’ll find them all sitting outside overnight in a remote lot which might not be protected very well.
They’re also parked overnight in more remote areas than most cars. In fairness if you parked your car in an industrial area near a train yard overnight it’s probably more likely to get broken into than on a residential street.