The advantage of laser weapons isn't that they're the best response to expensive, high-end threats (say, a big supersonic missile) - the advantage is that they're cheap and suitable for low-end threats, since you pay pennies per "shot".
A few days ago there was an article about a US ally shooting down a ~$200 drone with a ~$3M Patriot missile, which is a great trade for the attacker in that scenario (like a pawn for a rook). Even assuming that there's some kind of coating that makes a missile laser resistant by dramatically reducing absorptivity in the spectra of concern, it's bound to have tradeoffs- likely in the form of expense, weight, or increased vulnerability to sensors.
A few days ago there was an article about a US ally shooting down a ~$200 drone with a ~$3M Patriot missile, which is a great trade for the attacker in that scenario (like a pawn for a rook). Even assuming that there's some kind of coating that makes a missile laser resistant by dramatically reducing absorptivity in the spectra of concern, it's bound to have tradeoffs- likely in the form of expense, weight, or increased vulnerability to sensors.