It depends on length of the cavity. With gas lasers, the cavity is long. So only parallel rays which are in the direction of the cavity axis can get amplified, and get out. Still lens would be needed for focusing parallel (AKA collimated) beam into a small dot for burning.
With diode lasers, the cavity is very short, also the aperture is very tiny. That means that also rays of slightly different direction will get amplified .. and also diffraction will kick in.
So diode lasers usually radiate in 40-50 degrees cone. Lens are needed to make the beam collimated .. or to focus it into point for burning. Common pointers are focused to achieve parallel beam, better ones allow focusing from cone to point for burning.
Sometimes the cone is even elliptical, if the aperture is not circular. This is typical for multimode diodes, like popular 445nm diode. Collimating such beams is very tricky. Still for our purposes even simple lens do well enough, just the dot gets irregular with distance and such laser wont burn well over distance.
DPSS lasers (typical green) has somewhat better raw beam then diode laser, still there is up to 10 degrees divergence, and some lens are needed. Since the beam is often very thin, it is usually expanded first using concave lens, then collimated using convex lens. This lowers divergence due diffraction.
