If you can say for certain beforehand that the drones are carrying grenades, then _maybe_. But if they are "just" carrying a sharpened stick to try and skewer whichever politician is holding the rally with, then killing a large amount of the audience will be really unpopular Also, not killing them but allowing the politician to be killed will be really unpopular too. Lasers on the other hand don't run out of ammo, cause much less collateral damage and are quite effective against lightweight drones.

(Of course by the time you have to guard political rallies so much that "grenade attacks by drone swarms" becomes a reasonable threat scenario, you may have to rethink things and probably just cancel the rally for now.)

Lasers still can cause potentially blinding unwanted reflections. Still likely a better option than supersonic shrapnel from standard proximity fuzed rounds though as collateral damage goes.

Yes lasers are not perfect either, for example the chances are often fairly high that a shot-down drone will fall onto something (or someone). Like I mentioned before, if drone swarm attacks are a part of the threat model then you might want to reconsider if you want to let civilians near the event at all.