Since magic is mostly "what you believe", I would almost always add the wall as a barrier. If the wizard has a really good reason to ignore the wall, I might allow that, otherwise human beings are probably always going to perceive walls as barriers, because that's what they are. Yes, not every wizard is a human being, but the majority is going to be.
Also: a glass window might actually be a pretty high barrier for a laser, depending on a number of factors. However, you could invoke what I wrote above, and give the wizard the layman's version of a laser, a bundle of light, and light passes easily through glass. So knowing less, or believing the "wrong" thing might be an advantage in this case.
And I'm not sure if spells like "removing the air" and "removing the heat" aren't a bit too subtle for evocation. At least to make them effective enough, you'd need a few exchanges, I think.