Typically the machine ships with an older version of grbl so go with the GRBL-M3 (1.1e or earlier) device in LightBurn. Ideally, you would upgrade to GRBL 1.1f and then use just the GRBL device. There is a separate group for these types of machines on Facebook and quite a few people there use LightBurn, so they might be able to advise you more.
Once running grbl 1.1f or later, check your setting for $30 and $32 in the console by typing $$ and pressing enter.
$32 should be 1 (enable laser mode)
$30 should be 1000
The $30 value can be set either in your firmware to match LightBurn, or in the LightBurn device settings (S Max) to match your GRBL setting.
Here is another great resource for your setup.
http://wiki.eleksmaker.com/doku.php?id=elekslaser_a3_pro
As another member previously posted, “Scroll down to the bottom ‘operating instructions’ and follow that. Once you have it working in elekscam, it should work in lightburn. Follow the instructions to the letter and that will get you up and running…”