Although there have already been many responses to this query, and many of them were very informative and eloquent, I still feel compelled to give my own two cents. For me, I think the whole issue is very simple, very plain:
YEAH YEAH FIRE! FIRE! FIRE!
Actually, lol, ok I do have an honest answer:
There's a big difference between a cig lighter and a laser. A lighter to the scale of a tightly focused laser is like napalming an entire landscape. The laser on the other hand takes a great deal of energy and packs it into a very tiny space. I think half the fascination is the simple concept of extreme energy concentration, and the possibly very interesting and unsual results of that concentration. Some things, you just won't experience with more crude methods of burning. Try, for instance, a high power laser on a fridge magnet business card, focused very finely and only pulsed at the surface. Mine makes a nice little pop. It fascinates me to wonder at what processes are going on there that produce that pop sound, where it simply doesn't occur on other materials. Another fascinating thing is to fire such a laser in close focus at the exposed material of a neodymium supermagnet. Where any other metal I know of would simply absorb or reflect the beam (not counting steel wool or such as that), the exotic material gives off a pretty impressive show of orange colored sparks. It's not about burning something, it's about exploring the physics of high energy thermal effects. Think of it as similar to very high end experiments in science, focusing trillions of watts of laser power at a target, just of course on a much weaker scale and much lower budget.
Last comment - I've seen it said before that these lasers serve no useful purpose. To that I say this: Anyone who feels that this is true, doesn't know what they have there, doesn't understand what lasers can do. For me, I see little difference between my own laser projects and well established industrial and scientific applications for lasers. All it takes is a little creativity to make something trully interesting happen with even a 200mW red diode laser. A little funding doesn't hurt either.