While mills and routers are somewhat similar in how they work, they aren't built the same way. Mills are usually much heavier in construction, with a solid overhanging arm that holds the spindle.
Cast iron is the preferred material for building mills.
Dovetail slides and box ways are traditional, but some use heavy-duty profile rails.
Step motors or servos can be used, but most large professionally-built mills use servos.
Ball screws are usually the preferred method of transferring force from the motors. Since the Y travel on a mill is generally much shorter than X, they are commonly driven with a single screw.
Enclosures for milling machines are usually built from steel and glass, with doors that have an interlock which cuts power when it's opened.
Lasers are not used for milling. There are laser cutters and laser etching machines, but I've never seen them combined with mills - they are entirely separate tools.