Just to add to the above, radar signals bounce all over the place which is why detectors are so successful in catching the signal and giving that information to you in the form of a useful warning.
Laser is a direct line of sight thing, most officers pick a car pull the trigger and almost instantly have the speed of that vehicle, the signals do not bounce, therefore it is very rare for a radar to detect a signal from a laser unless the car was already hit by the gun. If that is the case then its already too late, you can slow down all you want but the officer already has your speed.
This has nothing to do with cheap or expensive detectors, and has everything to do with physics.
