Texture and cost. The hazelnut meal tends to be a bit coarser, and is significantly more expensive, so you end up with gritty cookies that don't taste significantly more like hazelnut for more $$.
Waw, i'm surprised almonds are more expensive than hazelnuts where you are! I didn't check but i believe that in france hazelnuts are cheaper. What is sure is that the tree is far more common (in personal gardens).
Is this just for taste reasons?