The problem with drones is that there can be a lot of them, and they can be maneuvering. They can overwhelm conventional defenses. Lasers let you at least not run out of ammunition.
But how does a laser improve on that? They're slow and have to stay on a target for a while to damage it. Close-in defenses fire thousands of rounds per second and every single one of those rounds can take a drone out instantly if it hits.