You are making an incorrect assumption in your question: There is no physical evolution from a number state (aka Fock state). This evolution happened purely inside physicists' heads as it was realized that laser light is not properly described by number states. The problem is your assumption that the particle number ever is well-defined.
Lasing action is an inherently quantum-mechanical process: A photon interacts with a two-level system in its upper state. Unlike the simplified description you seem to be using, this does not always result in two photons and the two-level system in its lower state. What really happens is that a superposition between that result and the boring one, with no interaction at all, is created. Hence you have a superposition between a light field with one and with two photons. Continue this to the (theoretical, but sensible) limit of infinitely many such interactions (with interaction strength tuned to give your desired mean photon number), and you get coherent states.
So let's start a step back because your coherent states are not normalized as I would normalize them.
Coherent states
The coherent states come from their response to the bosonic annihilator, $$\hat b |x , y\rangle = (x + i y) |x,y\rangle.$$From this one can derive that any particular one's representation among the number states must satisfy, $$\hat b~\sum_n c_n |n\rangle = \sum_n c_n \sqrt{n} |n-1\rangle=(x + i y) \sum_n c_n |n\rangle,$$giving the recursive relation that $c_n = \frac{x+iy}{\sqrt n}~c_{n-1}.$ Starting from $c_0$ we then find indeed the relation that $$|x,y\rangle = c_0~\sum_n \frac{(x + i y)^n}{\sqrt{n!}} |n\rangle.$$The remaining $c_0$ with the proper normalization gives $$\langle x,y|x,y\rangle = 1 = |c_0|^2 \sum_n \frac{(x-iy)^n(x+iy)^n}{n!} = |c_0|^2 \exp\big(x^2 + y^2\big).$$Choosing these to all have the same complex phase for their vaccum component finally yields,$$|x, y\rangle = \exp\left(-\frac12(x^2 + y^2)\right)\sum_n \frac{(x + i y)^n}{\sqrt{n!}}~|n\rangle.$$
So the question is, why does your expression have a leading $\pi^{-1/2}$ in it? That's because they resolve the identity in a somewhat weird way. What does that mean?
Resolving the identity
Suppose you have an expression for some average $\langle A \rangle.$ QM is very clear that this expression may be written based on its quantum state $|\psi\rangle$ as $\langle \psi|\hat A|\psi\rangle.$
But using the fact that $1 = \sum_n |n\rangle\langle n|,$ for example, we can insert these sums ad-hoc into that expression to find that in fact this expectation value also reads, $$\langle A \rangle = \sum_{mn} \langle\psi|m\rangle\langle m|\hat A|n\rangle\langle n|\psi\rangle = \sum_{mn} \psi^*_m~A_{mn}~\psi_n.$$ So that is the value of resolving the identity; it means that you can define this matrix $A_{mn}$ which fully specifies the action of $\hat A$ on the Hilbert space, recovering every single expectation value from the matrix.
Well we see something very similar when we look at the operator, $$\hat Q = \int_{-\infty}^\infty dx~\int_{-\infty}^\infty dy~|x,y\rangle\langle x, y| = \sum_{mn} \iint dx~dy~e^{-x^2-y^2}\frac{(x-iy)^m(x+iy)^n}{\sqrt{m!n!}} |m\rangle\langle n|.$$
At this point it is useful to shift to polar coordinates where $x + i y = r e^{i\theta},$ yielding $$\hat Q = \sum_{mn}\int_{0}^\infty dr~\int_0^{2\pi} r~d\theta~e^{-r^2}~\frac{r^{m+n} e^{i(n-m)\theta}}{\sqrt{m!n!}} |m\rangle\langle n|.$$ Note that the angle over $\theta$ integrates a sinusoid over one or more full periods and therefore vanishes if $m\ne n$; it is $2\pi$ if $m = n$, so we
must get:$$\hat Q = \pi\sum_{n}\int_{0}^\infty dr~2r~e^{-r^2}~\frac{r^{2n} }{n!} |n\rangle\langle n|.$$Substituting $u=r^2, du=2r~dr$ we find that this is:$$\hat Q = \pi\sum_{n}\frac1{n!}~|n\rangle\langle n|~\int_{0}^\infty du~e^{-u}~u^n.$$If you've never seen the gamma function before, the integral on the right hand side is $n!$ and in fact it is the canonical way to extend the factorial function to non-integers to find e.g. that $(-1/2)! = \sqrt{\pi},$ though of course we only need the integers here. After cancelling that through we find out that in fact, $$\hat Q = \pi,$$ or in other words we recover this property of resolving the identity even though not all of these functions are orthogonal, because the way that they're non-orthogonal just comes down to a constant multiplicative factor. We can therefore state unequivocally, $$1 = \iint dx~dy~\frac1\pi~|x,y\rangle\langle x,y|.$$ Your expression absorbs a $1/\sqrt{\pi}$ term into each of these kets, and writes $\pi^{-1/2} |x, y\rangle = |\alpha\rangle$ (where $\alpha = x + i y$) for short, both of which help in writing these expansions. One then finds similarly to the above expression with $A_{mn}$, that $$\langle A \rangle = \iint d^2\alpha~d^2\beta~\psi^*(\alpha)~A(\alpha,\beta)~\psi(\beta).$$The only cost to this notation is that we then have to express the above integrals with the more clumsy $\int d^2\alpha$ which is short for something like $d\alpha_x~d\alpha_y$ where $\alpha = \alpha_x + i \alpha_y.$
Best Answer
Coherent states are quantum states, but they have properties that mirror classical states in a sense that can be made precise.
To be concrete, let's consider coherent states in the context of the simple harmonic quantum oscillator which have precisely the expression you wrote in the question. One can demonstrate the following two facts (which I highly encourage you to prove to yourself);
The expectation value of the position operator in a coherent state is \begin{align} \langle\alpha|\hat x|\alpha\rangle = \sqrt{\frac{\hbar}{2m\omega}}(\alpha + \alpha^*) \end{align}
The time evolution of a coherent state is obtained by simply time evolving its eigenvalue by a phase; \begin{align} e^{-it \hat H/\hbar}|\alpha\rangle = |\alpha(t)\rangle, \qquad \alpha(t):=e^{-i\omega t}\alpha. \end{align} In other words, if the system is in a coherent state, then it remains in a coherent state!
If you put these two facts together, then you find that the expectation value of the position operator has the following time-evolution behavior in a coherent state: \begin{align} \langle\hat x\rangle_t:=\langle\alpha(t)|\hat x|\alpha(t)\rangle = \sqrt{\frac{\hbar}{2m\omega}}(e^{-i\omega t}\alpha + e^{i\omega t}\alpha^*) \end{align} but now simply write the complex number $\alpha$ in polar form $\alpha = \rho e^{i\phi}$ to obtain \begin{align} \langle \hat x\rangle = \sqrt{\frac{\hbar}{2m\omega}}2\rho\cos(\omega t-\phi) \end{align} In other words, we have shown the main fact indicating that coherent states behave "classically":
This is one sense in which the coherent state is classical. Another fact is that