Hello SACO,
Metashape has built-in trial activation option, so if you have a possibility to export LAZ from the version 1.5.0 using the same source project and parameters, it would be helpful to know if there are any compatibility issues with ArcGIS.
If the issue persists, please provide the screenshot or the text of the error message in ArcGIS.
And whether you have any positive experience working with LAZ format in ArcGIS? Is it supported by your version of the application?