Nope, same issue, it would absorb the energy and turn into a very low density plasma, blocking nothing. That is equivalent to very weak ablation shielding.

In fact, using a high-power laser to punch a hole in the atmosphere, essentially creating a functional vacuum by superheating the atmosphere in the beam path, is an old school engineering trick for exotic systems. Though in those cases, they tune the laser so that it gets absorbed by the atmosphere (similar to the gas you are suggesting). The use case is roughly analogous to employing supercavitation on torpedos.