We can't keep track of exact number of 0's pushed into stack when it comes to second 0, and here PDA fails. hence not a CFG.
Where as for a^m b^n c^n d^m, which is a CFG.
1) (For a) push 'm' times => 2) (for b) push 'n' times => 3) (for c) pop 'n' times => 4) (for d) pop 'm' times