For burning you need high power density. Focusing helps a lot, but strong lasers burn even without focus, or focused to infinity. Focused to infinity still means the beam will diverge, and for burning purposes it will diverge rather fast, so expect any non-focusable lasers to burn only near the lens of the laser.
Anyway, if the question is 'should I pay more for focusable laser', then answers is yeah, sure, it's the cheapest option to improve burning. It's also kind of safety feature, you can keep your laser focused into wide cone if you are not burning, which makes it much less dangerous.