JTECH makes a unit that is designed to mount to the Shapeoko. For some applications a stand alone unit is better, They can be quicker, and a dust free environment never hurts. Also, more high powered options are available. However, if you are looking to laser engrave on to carved items, as opposed to flat surfaces, the Z axis on the CNC is a major plus.
As for the 4th axis, I haven’t found a good solution yet. I keep hoping that they will come up with a native solution for both by the time I am ready to upgrade. Maybe for the Pro II.