Replays showed the ball struck Baggies goalkeeper Ben Foster and defender McAuley before substitute Lamah put the ball in the net.
But Mason ruled Lamah was offside and West Brom hung on for their third win in four Barclays Premier League matches.
Laudrup said: "I think after every game we're always discussing decisions taken by the referees or the linesmen. Should penalties be given or not given? Should a card be given or not given? Was it too harsh or not? One thing or the other thing.
"All season I've said that after a game we have three or four chances to see things and then we can decide whether we thought it was or wasn't. The referee only has two or three seconds .
"But we are talking about decisions whereas what happened with the disallowed goal is against the rules.
"How on earth can you disallow a goal when the ball comes off an opponent? It's like giving an offside after a throw-in! Everybody knows you cannot be offside after a throw-in.
"Equally everybody knows you can never be offside if the ball comes from an opponent - and in this case it's not coming from one opponent it's coming from two!
"From the defender, to the goalkeeper and back to Roland. So how on earth can you disallow that goal?"
Luke Moore put Swansea in front only for Romelu Lukaku to equalise with his 13th goal of the campaign before an own goal from Jonathan de Guzman earned Albion victory.