Depends on the laser, the operator, and the steel alloy and thickness. With a nice laser running nitrogen assist gas and properly tweaked parameters, you'll get maybe a .005" thick heat affected zone on the edges with a very easily cleaned surface. With oxygen and less than ideal cutting conditions, you'll get a scaly edge with a greater depth of HAZ and probably a bunch of dross. If you're cutting an air hardening steel like Elmax or A2, that HAZ will be quite hard as well.
Most laser houses don't know or care to know how to cut knives. They're cutting steel as quickly as they can to be formed in a brake press or stamping die or welded into a fabrication. So most, even if they take your work, won't take the time to tweak parameters to make the nice kind of cuts you're going to want. I recommend using a shop that does knife work for that reason.
I do it all the time myself.