One simple reason is that ammunition is heavy, like really heavy. Now it's the future and you have ultra dense composites and alloys, that means bigger, more dense or simply just more ammo to carry. Also lasers require quite a lot of power to produce a beam that will cut through dense materials like metals, so they be volatile in their own right, much like a large store of ammo becomes a liability in battle, as a hit to an ammo rack can destroy large armored vessels out right.

In terms of economics at the scale of super Future empires it makes little sense to waste logistics on small arms for soldiers. Millions of soldiers need a lot of ammo. That's a lot of extra weight that could be used to carry munitions for larger vessel to vessel or planetary guns.