I would figure Mando would have some pretty heavy armament on his ship. Why didn't he just go back and get his ship to shoot the AT-ST?
Hush you! No logic here !
That was one of my thoughts watching it too, but in context of the show, it fits will enough.
With Star Wars being science fantasy, as opposed to science fiction, it really just functions as a skin slapped over another genre piece. In this case western/samurai. That means his ship fills the roll of his wagon/horse. So is no additional use against "insert scary bandit weapon". You only fight from the ship (horse) when you're fighting other ships (enemies on horses).
The same way that R2-D2 kind of filled the role of Luke's "talking horse" from a high fantasy view. He grants a level of sentience to the xwing Luke flew, and can wander through hallways and such with him.
Same way "planetary shield generators" seem to always fill the same nitch in the WWII war movie parts of the story as AA batteries do. The empire wants to do a bombing run of Echo base and land troops right on it? To bad, they have an AA battery, so tanks (walkers) and infantry have to move in from father away to blow it up so the paratroopers can come in. Same for the second death star.
And to be fair, this is part of why the "fob" may feel out of place to some of us still, is that it doesn't have a good parallel in any of the Western/samurai source material. Is it terribly out of place in the story? No, it has its purposes, and has been used pretty well so far. It's just a completely new concept in the context of bounty hunting in Star Wars.