Fighters can have shields or armor, and allow them to resist the weaker weapons that would shred a missile. You fire a missile, there is a much better chance of the missile being shot down than a larger fighter with a variety of weapons, with possibly anti-CD and the ability to independently make decisions. It'd be more efficient to send in a couple squadrons to take out the CD and shield clusters after you've broken down the shields, and then focus fire on gaps in the armor, where communications, exhaust, or other devices or parts are sticking through. Primarily using capital ship weapons would be less efficient, though it may have better survival rates for pilots.