Whether you use one eye vs. two is immaterial. Indeed, one of the advantages of laser sights is faster point-of-aim acquisition without having to bring your gun up to the traditional sight level (i.e., you can keep both eyes open if you wish). Having said that, what you're describing makes complete sense. Presumably, one of the first things you did is you adjusted your laser sight so that the laser dot lined up right behind your front sight, like this:
So the white dot represents your front sight, and the red dot is the laser dot behind it.
Well, when you made this adjustment, you did it at a certain range, like 15 yards, for instance. The critical thing you need to understand is that the mounting of your laser sight is offset from your front iron sight. Take my Kimber, for example. The laser aperture is integrated into the right grip, which means the beam sits off to the right of my iron sights. Furthermore, in order for the laser beam to be aligned so that the red dot lands right behind my front sight at any given range, that beam must be set to point slightly left, as shown in this illustration below:
As you can see, those lines aren't perfectly parallel. And because of this, the alignment of the red dot behind the front iron sight will shift as your distance to the target deviates from the distance you calibrated the laser at.
The closer you are to your target (relative to the distance at which you calibrated your laser sight), the more the red dot will drift to the right, relative to your front iron sight. Here's the same graphic, but I've inserted a horizontal line to represent the shorter distance to the target. You can see how the red line of the laser now lands slightly to the right of the black line which represents your iron sight's point of aim.
And as I'm sure you can imagine, if you go the opposite direction and increase your distance to the target relative to your original calibration distance, the red line will actually cross over to the left of the black line, with the red dot of the laser landing to the left of your iron sight's point of aim. Make sense? (Sorry my drawing skills aren't better, but I think this illustrates the concept.)
The moral of this story is that when you calibrate your laser sight, you need to do it at a practical distance that will approximate the distance at which you might need to use your laser in a real-life situation. Most self-defense shootings happen at distances of 10 ft. or less (or something like that). So if you calibrate your laser to line up with your iron sight at, say, 50 yds., that's probably not a good idea. At 10 ft., that red dot is going to land way to the right of where your front iron sight is actually pointing. I have mine calibrated at 30 ft., just because that's usually where I set my target when I go to the range. Close up at 10 ft., my red dot does land to the right, but the deviation is small enough that I'm not worried about it. Let me put it this way, the deviation is large enough that it'd tick me off if I were trying to land bull's eyes on a paper target, but it's too small to make any significant difference if my target is a human torso. This is where trial and error comes into play. You just need to experiment until you find a comfortable distance to calibrate your laser at that meets your range needs as well as your self-defense needs.