If such a conduit would connect two sections that the hatch is meant to isolate, you would have to make the conduit and everything running through it airtight, even under a catastrophic loss of air. If the conduit didn't seal as well as the hatch, which is meant to withstand hard vacuum on the other side of it, it would defeat the purpose of the hatch.
Most stuff runs outside of the capsule including power and dangerous ammonia. They use connectors that fit to the hull and have plugs on each side. Gases/liquids can be controlled with valves. And parts can fit tightly together to make a seal. The stuff running through the hatches is designed to be quickly disconnected in an emergency.
I guess the main question about this kind of routing is if things are safer kept on the unpressurized side or not. And that the risk of a small hole on the hull is offset by reducing the risk of leaks in the pressurised area.
They just didn't have enough of reserved general purpose connections for future use. I guess this woild be especially the case with the Russian modules, which were literally surplus Soviet manned space army outposts(such a thing do not make a lot of sense, they did it anyway).
If it made pew-pew sounds (inside the station, obv), mission accomplished regardless of it actually being able to shoot anything down, up or everywhere.
The story that I read somewhere was that it was tested once but the recoil either damaged the station or it would have affected its orbit so they never tried it again.
There was also Polyus which was going to be an entire battle station designed to counter Reagan's SDI satellites[0], but it never made it into orbit. It had lasers, though.
