Interesting, that's certainly not what I expected, and it's difficult to wrap my head around; the game engine can somehow detect collisions with something with no physical dimensions.
Well, collision detection is all math, and it's actually a whole lot easier and especially a lot faster to check if and where a line intersects a bunch of triangles than it is to check if and where two different bunches of triangles intersect each other.
When the game checks for laser collisions, it basically looks where the laser was last frame and where it is now, draws an imaginary line between those two points and then checks whether and where that line intersects any other objects in the game.
That said, if someone had a need to make really wide lasers which should have a more wide "hitbox", then such a feature would be very much possible.