from experience with mild steel and CO2 laser, basically no effect on hardness, there is however a "film" on the cut edge that should me removed (mechanically) prior to electrolytic zinc plating, I had a batch of parts where the zinc would peel off of a laser cut edge, rest of the part wasn't affected, it was a hot rolled sheet 5mm thick, so had some scale on the flats, and the galvanizing shop pretreatment was good enough to handle that, but zinc on the laser cut edge still peeled
I've also sent out some parts to be cut from a material very similar to 4130 (2mm thick sheet, same laser), and the laser cut edge was very hard, a file would skate on it, but the hard crust depth was very shallow, I didn't measure, maybe 0.02~0.04mm (~0.001")