We theoretically study chaos synchronization of two lasers which are delay-coupled via an active or a passive relay. While the lasers are synchronized, their dynamics is identical to a single laser with delayed feedback for a passive relay and identical to two delay-coupled lasers for an active relay. Depending on the coupling parameters the system exhibits bubbling, i.e., noise-induced desynchronization, or on-off intermittency. We associate the desynchronization dynamics in the coherence collapse and low frequency fluctuation regimes with the transverse instability of some of the compound cavitys antimodes. Finally, we demonstrate how, by using an active relay, bubbling can be suppressed.