Why don't soldiers use guns in Dune 2021?

This is covered in the novel (where guns DO exist) but I'll let the director explain his decision.

As it ends up, that has a technological explanation, too. “In this universe there’s an invention: The Holtzman Shield,” Villeneuve said. “It’s something that you can wear on your body, and will deflect something fast coming towards you. Only something slow can penetrate that shield. So, it made them use things like bullets less. Humanity went back to close combat, where you fight with knives and blades because it’s the only way you can kill someone through those shields. You can penetrate the shield slowly with the blade.”

That's not to say that guns don't exist in the Dune universe but they are of limited use.

Las­gun: con­tin­u­ous-wave laser pro­jec­tor. Its use as a weapon is lim­ited in a field-gen­er­a­tor-shield cul­ture be­cause of the ex­plo­sive py­rotech­nics (tech­ni­cally, sub­atomic fu­sion) cre­ated when its beam in­ter­sects a shield.

Shield, de­fen­sive: the pro­tec­tive field pro­duced by a Holtz­man gen­er­a­tor. This field de­rives from Phase One of the sus­pen­sor-nul­li­fi­ca­tion ef­fect. A shield will per­mit en­try only to ob­jects mov­ing at slow speeds (de­pend­ing on set­ting, this speed ranges from six to nine cen­time­ters per sec­ond) and can be shorted out only by a shire-sized elec­tric field. (See Las­gun.)

Dune - Frank Herbert

We see a "gun" in one character's hand when they kill some guards (it's hard to see as it's in the shadows). This seems to be more of an air-pistol shooting darts.

Paul has one when confronted by the Fremen.

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.

Thus, lasguns are seldom used because the result of an impact with a shield could result in:

1 - a huge explosion wiping out a large area, including an attacking force and unintended targets

2 - the attacker also being wiped out

3 - the explosion being mistaken for an atomic explosion, which is against the Great Convention and could result in a unified Landsraad coming down on the offending party (either militarily or in terms of sanctions etc)

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.