[onesun]

I'm guessing here, but it could be possible that the actual heating of the filament is done entirely with the laser, and the job of the heated nozzle is simply to keep the filament at temperature all the way until it is extruded. It may have not been possible or feasible to combine the laser heater and nozzle, hence the need for both parts.

[liamkinne]

When the Laser heats the filament, it's 1.75mm in diameter, so to get it down to the 0.4mm diameter for extrusion a nozzle is still required which also needs some heat so the plastic doesn't resolidify.