Many laser woodworkers don't take the time to sand the wood they have cut. I know, it looks cool when you take it out of the cutter and you want to call it done. But it looks SO much better if you take the time to sand your work. We use a random orbit sander with a HEPA filtered dust collector.
No matter how good the venting is on your cutter, the cut parts have a smoke stain on them that discolors the wood unevenly. Laser stain on the wood is messy and easy to fix. It's worth the extra time it takes to sand.
Back before we started Cedar Street Design, Dan became somewhat obsessed with the potential of cutting wood as a lace. His third experiment with turning wood to lace was our 'Lacy Heart Box'. He cut that and loved it so much he cut a few more and gave them out as Valentines day presents. And he didn't sand any of them because he didn't think it would make that big a difference. When he finally tried sanding one he was sheepishly embarassed that he had taken that short cut. Please note the side by side picture of unsanded vs. sanded above.
If you are still not convinced that your work should be sanded on all sides (But you know we're right don't you?) we offer this last rational: don't make junk. Make things that people will enjoy for a long time.