When goes from one media to another, even if the later medium is transparent some part of the light get diffracted. Non reflective films are such films when light incident on it (for a selective range of wavelength) light does not get reflected.
Non reflecting coating are made such a way that the reflected light form the surface interfere destructively. So the energy of the reflected light will be zero and hence all energy of the incident light will be transmitted. The destructive interference are caused by the reflected light from the two surface of the film. So the film is made with precise thickness. Also a single non reflective coating does not work for all light and for all possible angle of incident. It works for a selective wavelength of light and for a selective range on incident angle.