The lattice Laplacian is defined as,
$$ \nabla_L^2x_j \equiv \frac{x_{j+1} - 2x_j + x_{j-1}}{a^2} $$ where the lattice spacing, $a$, is a constant.
The derivative, with respect to $x_i$, then gives, $$ \frac{\partial}{\partial x_i} \nabla_L^2x_j = \frac{\delta_{i(j+1)} - 2\delta_{ij} + \delta_{i(j-1)}}{a^2} = \begin{cases} a^{-2}\ &\text{for}\ i=j+1\\ -2a^{-2}\ &\text{for}\ i=j\\ a^{-2}\ &\text{for}\ i=j-1 \end{cases} $$
I am not sure intuitively why this is the case. I expected the derivative of the laplacian to be a function rather than a piecewise constant?
The discrete Laplacian is a vector valued function of several variables: its argument is $(x_1,\dots,x_n)$, and the output is another vector.
The function is a linear one (Laplacian is a linear operator), so, its partial derivative with respect to any $x_i$ is a constant vector, specifically the vector in which three entries are $1/a^2$ or $-2/a^2$, and the rest are zeros. This is no more surprising than the derivative of $g(x)=2x$ being constant.
Informally, this means that changing the value at the $i$th lattice point affects the Laplacian only at that point and its neighbors, and describes how it affects them.