I don’t know about that. That would mean that the laser beam is transferring heat to the air and not to the target.
Correct.
It is hard to be 100% perfect with anything.
With this sort of power, just a tiny leakage/variation has effects.
A big problem has been to prevent "blooming" because of heading the air, and scintillation effects.
I was mildly associated with that work in the late 1980's.
It might not be near as depicted in the artiste's scene; but there is likely some effect.
Air quality and composition can vary a significant amount, especially with water vapor and particulates ( as noted previously).