Why do I have to run “composer dump-autoload” command to make migrations work in laravel?

Basically, because Composer can't see the migration files you are creating, you are having to run the dump-autoload command which won't download anything new, but looks for all of the classes it needs to include again. It just regenerates the list of all classes that need to be included in the project (autoload_classmap.php), and this is why your migration is working after you run that command.
How to fix it (possibly) You need to add some extra information to your composer.json file.

"autoload": {
    "classmap": [
        "PATH TO YOUR MIGRATIONS FOLDER"
    ],
}

You need to add the path to your migrations folder to the classmap array. Then run the following three commands...

php artisan clear-compiled 
composer dump-autoload
php artisan optimize

This will clear the current compiled files, update the classes it needs and then write them back out so you don't have to do it again.
Ideally, you execute composer dump-autoload -o , for a faster load of your webpages. The only reason it is not default, is because it takes a bit longer to generate (but is only slightly noticable).