The problem here is that people aren't trained in physics. Watts are a measure of power, not energy. If you multiply the Power x the amount of Time, the result is the amount of Energy.
Think of it like a firehose vs. garden hose: the firehose pumps gallons of water per minute, but the garden hose takes a lot longer to pump the same amount of water. The "power" is like the size of the hose: how much energy does it pump in one second? That's like Watts. How much water ended up in the bucket? That depends on both Power and Time; you can fill the bucket faster with a firehose, but if you turn the firehose on and back off right away, then it's easy to get more water out of the garden hose by leaving it on longer. How much water ends up in the bucket is like how much Energy you used. 1 Joule is the amount of energy you get when you push 1 Watt for 1 Second. (1 Kilowatt-hour is the amount you get when you push 1,000 Watts for 1 Hour. If you're following the math, that means 1 KWH = 3,600,000 Joules.)
In a pulsed laser, each burst has a duration, and the most useful information is how much Energy is released per pulse (Joules). That's why they're measured by Energy (Joules or milliJoules). For a continuous laser, there is no "time" element, so the output is measured in Power (Watts).
So ... a 1 MW laser (Power) firing a pulse of 100ns (100 x 1/1,000,000,000th of a second), would give 1,000,000 Watts x 100 ns x 1 ns / 1,000,000,000 ns/sec = 100,000,000 / 1,000,000,000 = 100 / 1000 = 1/10th of 1 Joule each time it fires. A 60 Watt bulb uses 60 Watts per second ... 600 times as much Energy in 1 second as a 1MW laser delivers in 100ns. It's the incredibly small amount of time the pulse is firing (less than 1 millionth of a second) that results in so little energy being delivered to the target. It's the incredibly small area (focusing via the lens) that causes so little energy to do so much damage.
A 1 KJ (Kilojoule) laser would be delivering as much Energy in a single pulse (remember: if we're measuring the laser in Joules, we're giving the value per pulse) as a 1,000 Watt spotlight would use (mostly becoming heat) in 1 second.
I'm not saying this was made using a MW laser. I'm just explaining why a 1MW laser firing a millionth-of-a-second pulse isn't going to burn through anyone's bathroom wall. (And I'm not replying directly to Chris; I just wasn't sure where to drop this water-hose explanation into the conversation.)