Dookie, I'm having a hard time believing that. I don't know of any sniper/countersniper doctrine in either military or police use that recommends giving away one's position to try to psyche out the target. Military snipers obviously are not going to give away their positions for anything, or let the enemy know they are in their sights. And generally police snipers are there for over watch, observation, and taking the shot if negotiation fails. It's not the sniper's job in a police situation to be trying to psych out a suspect either.
And at any range a sniper would be useful for, the laser would not be visible except through a scope...which is far more precise than the laser itself. That makes a red laser on a sniper rifle essentially pointless. I don't know of any sniper school that teaches to look through the scope only to see a red laser, and to use the laser as the aiming point, not the scope.