I have a "turn off the laser pointer" routine with my cat - nothing crazy, I just bring the pointer up right next to her and cover the dot, turn it off, and then pick it up and let her smell the end. The specifics don't matter, but she knows that that routine means the laser pointer goes away, and a physical toy comes out next to give her something to actually catch.
Is there actually any evidence of this, or is it just pseudoscience? Last time I checked, it seems like this was made up by some random cat websites and not actually corroborated by any studies. It's one of those things that sounds believable enough.
Another site mentioned it could be good for the confidence and keep them engaged more. I think it's fine in moderation but probably good to let them catch things successfully too.