How does laser cooling work?

Awesome video!
I have a question: see momentum is a vector measurement, so different directions cancel out, momentum is conserved, that's fine; but energy is scalar, they can't cancel out, so where does the kinetic energy of the atom and the light energy go? On a macroscopic level I understand that colliding objects lose energy that turns into sound, heat etc. but on a microscopic level, where can the energy go?