I've not seen the movie yet, so my reference is entirely from the novels (plus the Sci-Fi miniseries and 1984 Lynch movie).
First off, you need to consider three different technologies: lasguns, shields, and small arms such as maula pistols.
Maula pistols do exist in Dune, and fire a small shot - just like a standard pistol today. However...
Shields (either personal shields, or those used to protect ships/buildings) are basically forcefields. They will stop anything fast, but are vulnerable to slow objects. Hence, maula pistols are ineffective. In fact, a lot of sword/knife fighting is ineffective, unless the fighters slow their weapons down to penetrate the shield - otherwise it will bounce off.
Lasguns also exist. These are essentially big, bulky pew-pew lasers.
However, an interesting phenomenon is the Holtzmann effect. Should a lasgun hit a shield, the result causes an explosion that not only wipes out the shielded target (and the surrounding vicinity), but the feedback along the lasgun beam also wipes out the attacker. The explosion is also identical to those created by atomics - dreaded weapons that most Houses hold in reserve yet never dare to use, and their usage is forbidden under the Great Convention. A party utilising a lasgun/shield interaction risks the might of the Empire coming down on their House, so nobody dares risk it.
I am unsure if it is in the movie, but in the novels, Thufir Hawat sets up a shield and lasgun remotely in order to wipe out Harkonnen pursuers.