How come PC/laptop power suppliers have much higher wattages per physical size than laboratory switching power suppliers?
Because lab supplies will actually be tested by people with unpredictable loads and high-quality measurement equipment.

Thus, the quality of voltage stability and accuracy needs to be significantly higher for lab supplies.

Do a test: get a 2 Ω power resistor and attach it to your notebook supply to draw ca. 10 A; measure the voltage with that load, and without a 100 Ω load. Compare. Do the same with a lab supply. If you have access to that, also observe the ripple with an oscilloscope. 

Noise is also much more of an issue for lab supplies – and that is something that very much is noticeable in the size of components, because SMPS lab supplies will a) tend to overdimension their inductors, and b) do a significant amount of voltage drop in a linear voltage regulator following the SMPS, since that doesn't introduce switching noise, but needs larger heat sinks.

Also, you can optimize a PC supply for the very limited set of voltages it needs to generate; lab supplies are usually adjustable and hence harder to size-optimize for a given load and voltage scenario.