Replays showed that the ball struck Baggies goalkeeper Ben Foster and defender McAuley before substitute Lamah put the ball in the net.
But Mason ruled that 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?"
Swansea midfielder Wayne Routledge tweeted: "Can't even write what I want to say here or I'm definitely getting fined. Unbelievable! Watch the replays.."
Even Baggies boss Steve Clarke admitted that the goal should have been given.
He said: "We got a lucky break. It should have been given. It was a goal. I think it came off Ben Foster last so that is fortuitous."
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.
Laudrup said: "The 'goal' (from Lamah) should have been the equaliser, which I think would have been a fair result looking at the game overall."
However, Clarke felt Albion deserved the victory which kept alive their hopes of securing a European spot.
He said: "We got a lucky break but sometimes when you put in the effort, energy and quality we did into that game...I think we earned that little break.
"We deserved to win the game. Don't be writing down that we didn't deserve to win the game.
"I'm delighted because we came from behind. We don't do it very often and in the Premier League there are not too many teams that can do it.
"When you go behind in this league, it is difficult - especially against a team with the quality of Swansea."