The Fourier transform of the Heaviside step function $u(t)$ is $\dfrac{1}{iω} + π δ(ω)$.
The Laplace transform of the same function is $\dfrac{1}{s}$. (Edit: This was my mistake, see my answer.)
I remember the proof came from derivatives and signums, and I'm not interested in the proof.
Rather, I want to understand why they should be different a bit more, shall we say, intuitively.
I mean, the Laplace transform of $x(t)$ is just $$\mathcal{L}(x)(s) = \int_{-∞}^∞ e^{-st}x(t)\,dt$$ whereas the Fourier transform of $x(t)$ is just $$\mathcal{F}(x)(ω) = \int_{-∞}^∞ e^{-iωt}x(t)\,dt$$ so it's pretty obvious they only differ by the dummy variable name. So if we substitute $s = iω$, then they should turn out to be the same... and yet the result for the Fourier transform contains an extra Dirac delta.
Could someone please explain why there is such a discrepancy more or less intuitively (rather than just presenting another mathematical proof)?
The integral defining $\mathcal{L}(x)$ converges for all $s>0$ (or, more generally, for all $s\in\mathbb{C}$ with $\operatorname{Re}(s)>0$.) However, the integral defining $\mathcal{F}(x)$ does not converge for any $\omega\in\mathbb{R}$. As noted n the comments, $\mathcal{F}(x)$ is not a function, but a distribution; it is defined not as an integral, but through a different process (duality.)
Another way of seeing this, is that $\mathcal{L}(x)(i\,\omega)$ is not defined for any $\omega\in\mathbb{R}$.