One possible issue is UV exposure either from the plasma tube or from a component of the beam itself.

Pretty much not an issue with diode lasers (405 is getting close but is still just on the safe side), but ion lasers can emit non coherent UV from the plasma and some have UV lines that can lase if the mirrors are suitable (Ion lasers were actually built with UV optics for lithography, be a little careful when playing with an unknown second hand ion laser) .

Some UV has photon energies high enough to be considered as ionising.

Still, it is not a major risk compared to say electric shock.

Regards, Dan.