-Using lasers on the ground leaves you open to attack.
-Full-jump laser is good, but most of them miss. Its good for characters that have slow recoveries and are coming back to the stage from high in the air. Also good against characters that stay in the air/platforms/SH alot (Peach, Sheik, Ganon, Jiggs, etc.)
-SHL is good because you get free damage, but you never put yourself at risk. The animation of Fox putting his gun back into his holster is canceled by his landing animation. Every single hit is a step closer to an usmash or stock-depleting grab.
If you're going to SHL for mobility and damage purposes, then learn to SHDL. It makes NO sense to do SHL. Same strategy, same benefits, more lasers. Learn it, love it.