An energy saving bulb does not emit laser radiation. Hard to tell why this is happening to your detector without knowing more about your kit and the bulb in question, but I suspect your detector detects a limited range of red or green frequencies at a minimum intensity.
The energy saving bulbs I've seen through diffraction gratings give off most of their light in the green spectrum. As a result, manufacturers have tried to 'warm' them since greenish lights are horrible, so they give off more red. These bulbs give off a limited number of frequencies of light. Incandescent bulbs give off a black-body spectrum, a proper, continuous range of frequency. The intensity of the triggering frequency is lower in the incandescent bulb due to the wider range of frequencies.
It would be intersting to try a range of different shapes, sizes and manufacturers of these bulbs to see if they all trigger the detector. You could also ask the manufacturer - they should be able to answer this since your device could be giving you false positives in certain circumstances.