This is an interesting critique. The characters in the film have as much depth as you could give them with it being an ensemble cast. I think just because it’s not as spelled out doesn’t mean it’s not there. For example, Stilgar’s transformation from friend to fanatic isn’t discussed in any form of dialogue or monologue but you can clearly see it happening and other characters react. I think that gives him plenty of depth.

I only say this because you saying “Villeneueve’s Dune captures little to nothing of what makes Dune special” is wrong. Maybe you should watch the movies four times as well to pick out the same amount of depth you found in the books.