I think the idea is to automatically compensate for wind or other factors that would otherwise take the bullet on a path that is not on target. I think the part where they aim away from the target is just for demonstration.
A laser is unaffected by things like gravity, recoil, wind, dust particles, drag, etc... Also, if it's a line of site issue. The sniper could be out of the line of site and as long as the laser operator can put light on target, it still gets hit (theoretically).
A laser is affected by temperature differences in the air (think about the mirage seen over a hot road surface) and even by gravity; a laser beam drops over distance like a bullet or a baseball, only it travels so fast that the effect is unnoticeable over earth-scale distances.
The effect of a temperature inversion, though, can be significant; it's possible that military laser designators use diverse wavelengths to avoid or compensate for it.
After thinking about it more, I realised you're absolutely right. It doesn't matter if the laser designator beam takes a knuckleball path through the intervening air; if the laser dot is on target---classical optics are time-reversible---the shooter will see it on target. The effect of those same air density variations on the bullet is similarly irrelevant [1], because the bullet continually aims for the laser dot.
It works by negative feedback, like a servo; all the error terms in the middle cancel out. Neat!
[1] The refraction of a laser by air density variations is bound to be different from the ballistic effects of those same density variations on a bullet passing through them. But it doesn't matter, because the corrections are applied continually along the trajectory, not at the source.