@q.t.f. 's answer is 100% correct. As an OMM, I wanted to add some reasoning behind this.
The practice of trading ATM options has been established for over a century now, and before formal mathematical methods were developed, traders have developed many heuristics for pricing ( proportional to vol ) and hedging ( delta = 1/2 ) .
Typically in a newly listed markets ATM options are the first to achieve liquidity in terms of volume and tightness of spreads. This is probably because this is the most efficient way to get gamma/vega exposure with lowest (%) bid-ask spread.
Quoting OTM options in size requires more skill - market-makers are also more comfortable quoting juicier and more manageble ATMs than a bunch of OTMs that make gamma pop at a specific price level.
Finally there is a technical reason why ITMs rarely trade - they have large deltas, and MMs typically quote them very wide to prevent being picked off by a faster trader when underlying makes a sharp move.