HI,
1) Is the variable you're plotting RAINC?
2) Do you have cu_physics turned off for the inner domain?
3) Do you have feedback turned on?
If so, then this is a normal result, and not an error. RAINC in the WRF model is only produced when a cumulus scheme is turned on. Since there is no cumulus scheme for d02, and feedback is turned on, the values of RAINC for d02 (which should be zero) overwrite the values of those points in d01. This is perfectly fine, and is what we would expect to see. Most people are not necessarily interested in the results for d01 when they are nesting. They only use d01 as a segway to ensure smooth results to the domain of interest, which is the nest. So the point is that this is perfectly normal and fine.
If the answer to the questions above are "no" for any of them, please send your namelist.input and let me know which version of WRF you are using. Thanks!
(Note: I've modified the title of this thread to more specifically describe the issue.)