Interesting concept.
Problem is once you get to the tube end of things your only option to line things up is moving the tube in it’s mounts. Most mounts do not have the adjustability required. As well I doubt that the tool will be a perfect fit in the laser head, allowing things to be off center slightly. And the machining of the tool would need to be highly accurate to make sure the cheap laser pointer is dead center. I would also think that the laser pointer is not manufactured to make sure that the beam is dead center of the housing. Overall, I think that this is a solution looking for a problem that does not exist.
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Well, they make pretty good aligned lasers in dummy firearms cartridges for aligning sights (bore sights) and for dry firearms target practice (laser training), so it’s not unreasonable that these could be equally well aligned. And I’d think that it would be easy to test by shooting them mirror by mirror, marking the red dot, and then testing with the CO2 tube, so you should know whether they succeeded.
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Looking more closely, it looks like they are actually using bore sights as their red dot source, so, not a “cheap laser pointer” at all. And it’s all lathe work. No particular reason not to be able to hold tight tolerances here. I might buy one; they aren’t super expensive, and since I’m making my own frame it would be easy to be out of square and not realize it. My floor isn’t perfectly flat, anyway!
Also, just like a bore sight, you can roll it on a flat surface and see whether the projected spot wobbles or moves smoothly; if it wobbles send it back!
On the one hand, I want to buy one. On the other, I want to make one. I have the tools including a beautiful tiny micro100 carbide boring bar. It’s just turn to size, drill through with a small bit, drill undersize partway, bore to a slip fit for the bore sight, confirm that the dot doesn’t wander when shot through the headstock at a paper target, and part off. It would be smarter to buy one. But I’ve really been enjoying making parts for the monocle too… 
I bought one. If it isn’t accurate I can return it and make my own.
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It arrived.
It is in fact a .45ACP cartridge bore sight set (epoxied, by the look of it) in a lathed piece of aluminum. It has a slight flat along one side with no obvious purpose. I cleaned the oil off the ways of my engine lathe, pointed the laser at a door about 20 feet away, and rolled it on the cleaned ways. I couldn’t perceive any wobble as it rolled (except when I rolled across the flat), so it’s reasonably concentric.
In at least one of his videos, he demonstrates that on at least one common head, the aim point to go down the center of the bore is not aligned with the center of the hole in the angle block. It will at the very least help me be confident in the aiming point for the third mirror, and if it’s not perfectly centered will help me aim right down the middle.
I could have bought a .45ACP bore sight for $15 for a cheap one, or $30 for a good one, and with an inch or so of aluminum stock made my own. I don’t regret spending $40 on a unit that’s already assembled and functional. 
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