Why don't people just use a hair dye to make light or grey hair dark thus enabling laser hair removal devices to work?

Thank you for your question. When you dye your hair it only tints the hair that is above your skin. The hair below the skin is not changed. Lasers need to target the Bulb of the hair when it is in the bottom of the hair follicle. It heats this Bulb and in turn causes damage to the cells that grow hair. The hair Bulb must be at the bottom of the follicle and have dark pigment for this heat to be absorbed. Consult with a Board Certified Plastic Surgeon to determine if this treatment is right for you.

Laser hair removal for light hairs will not work, even if you dye the hairs a dark color. The laser is targeting the hair follicle that is BELOW the surface of the skin. The laser must penetrate the skin and hit the "bulb" or the "bulge" of the hair - where the cells live that create the hair. Using dye to darken the hair shaft will not penetrate the skin. Lasers work based on "color". They can target what are called chromophores. Chromophores in the skin include "brown/black" (hair, pigment), "red" (blood vessels), other colors (tattoo ink), and water. If the shaft of the hair is dyed, and the  hair is not shaved down to the level of the skin, then the laser will target the shaft, and will burn the skin, but  it will not kill of the hair follicle - as the deeper part of the hair follicle is still grey or blonde.

Dr. Laris  has given you the most succinct and eloquent answer to the question. Therefore, if you have gray hairs then they cannot be treated 

The effect that makes the laser work is the super heating of the hair follicle which is below the top layer of the skin. The darker pigment of the hair shaft deep in the tissue absorbs the laser light and heats up damaging the follicle. When you dye the hair the dye doesn't get into the follicle but remains at or near the the level of the skin, so the hair that is deeper in the follicle stays gray or light and doesn't heat up. Thus the follicle never heats either and says undamaged. As for the cheek, the laser can be applied up to the rim of the eye socket, so in most cases it will get those upper hairs.