I did a quick test setting the laser up with a 46 mm focal length and again with a 6 mm focal length and tried cutting a series of lines in pine at various z heights around the focal point.  It was not a perfect test, the variation in the line height was very inconsistent with up to 40% changes in depth from line to line.  However overall the 6 mm focal height was deeper on average than the 46 mm focal height.

I need to find a new test material that is more consistent from cut to cut.  I have a piece of 1/4" balsa wood that may make a good target, it feels very uniform.  The pine had strong rings in it that appeared to create alternating soft and hard spots in the wood.

Also I may have ended up setting the 46 mm focal length a bit low, at the end of all my runs the head was only 44 mm above the work surface.  I'm not sure when it moved.  The point is this is not a valid test, but it does not appear that a longer focal length has a huge impact on the cutting power.