Time and energy are “conjugated” quantities: the more one is sharp, the more the other one is broad (it’s the same concept as Fourier transforming a Gaussian: the more it’s peaked the more the transform is broad). In order for the time duration of the pulse to be so short, it must have a broad uncertainty in energy, which for light is the same as a wide spectrum of colors.

That’s why it’s very tricky to find materials for mirrors and lenses when working with these short pulses: they must work well over a large range of frequencies. If they happen to absorb some more than others not only they would burn, but they would also change the temporal profile of the pulse.