In universe (i.e., not worrying about game effectiveness), I'd think Small Lasers would be good for targeting individual people or small vehicles. There's some terrorist on a motorcycle zipping down a crowded street. You don't want to open up on a bunch of people with a machine gun. Using a Medium Laser or other weapon like that is overkill. With a Small Laser you can just disintegrate him and whatever he's carrying with one quick blast. Your sensors pick up a sniper standing just inside a window? Zap!
They're cheap, reliable, light on maintenance, and using them saves wear and tear on your larger systems. I think that's why a lot of designs have a Small Laser or two just kind of tacked on.