Because the scope is not true to the barrel. It is sitting left or right on the horizontal plane. The vertical plane is not as problematic for a laser bore sighter. So, don't line you cross-hair right on the dot. You're only interested in the horizontal line on the dot. Don't confuse the horizontal and vertical lines on the cross-hair with the vertical and horizontal plane the rifle is sitting within.
You can't laser bore sight for windage. The closest thing to that is the Leupold bore sighter. I do like that one. Windage for first shot is anywhere within the circle. But doesn't matter. You're going to look down the bore before the first shot anyway. Then there is the adage that everything should be lined up pretty close with the windage at zero-mark anyway. The Leupold gadget just gets you closer on the windage. The elevation part of the gadget is very good. I've attached a pdf of the scale. When you get it zeroed you use the gadget again and mark on the printout your spot. Using it before you go to the range is nifty because it will reveal if your zero shifted since the last outing. I've had it several years, maybe six or more, and replaced the batteries a few times. It can also be used to visually test if the turret clicks are way off not on the scale or on the scope. Example, the scale may be in half. I've noticed four .25 MOA clicks = 2" on the scale. So, instead of 2" it is really 1". In other words, each line is 1 inch instead of 2 inches. I don't know why Leupold has the scale for 48" total. Also, take your scope height into consideration. Thus, a 1.5" scope height would be between the first and second hash marks for a first shot. My experience it gets you within one adjustment after your first group to zero and call it. Personally, I think it would a good tool for a hunting cold core application zero as well. One cold bore shot, adjust, and call it. It is a diversified little tool.
Remember, its just a gadget. Looking down the bore is free.