Why does STED microscopy cause photodamage?
Ballpark calculation: Wikipedia mentions the sun irradiation received at earth's sea level is up to about $\pu{300 W/m^2}$.  This is after the atmosphere filtered out already much.  You describe an experiment that where $\pu{0.5 W}$ set foot on about $\pu{0.2 µm^2}$ (or, equivalent to to this, $\pu{0.2 × 10^{-6} m^2}$).
This translates to a power density of
$$\frac{\pu{0.5 W}} {\pu{0.2 × 10^{-6} m^2}} = \pu{2.5 × 10^6 W/m^2}$$
which is more than 8000 times larger than above assumption.  This one of the reasons why samples are excited by pulsed laser radiation with repetition frequencies in the range of MHz.  And still degradation by photobleaching may occur, which one already tries to reduce, e.g., by excitation which do not hit the centre, but a tail of an absorption band.
(The mechanisms are different, but the results of exciting a small area with too much energy are similar to microscopic techniques based on second harmonic and complementary third harmonic generation (an example).)