Or whatever the "heavy fighter" small craft is called: the one that carries a laser and missiles.

Is there ever any reason to not exclusively use those instead of bombers or interceptors as soon as they become available? On paper they are flat out superior to both, yet bombers are considerably more expensive which made me wonder if I was missing anything.

Strike fighters are currently just flat-out better. The recent patch reduces the cost of bombers and adds additional prerequisites for the strike fighter tech, so that at least bombers are more viable for a time.