Think of it like a hosepipe. You’re on the lawn with s long stream of water coming out of the hose. If you flick it quickly it doesn’t stay in a straight line. The beam of water curves as you move.

Because the beam of water isn’t an object. It’s a stream of particles which are constantly being emitted from the tip of the hose

Same thing with a laser beam. It’s a stream of photons being emitted from the laser. If you flick the laser, the photons which have already been emitted will continue in a straight line. Any which are emitted during the flick will head off in a straight line in the direction the laser was pointed. End result:a curved beam