In the Dune universe, we learn that there are "family atomics", nuclear weapons passed down from generation to generation in the noble families as weapons of last resort. They're very rare and even more rarely deployed due to strict rules against them. We also learn that if an active Holtzman shield is shot with a lasgun, an explosion on par with an atomic explosion would result — so lasguns are rarely used. Shields are extremely common and easy to get. Lasguns seem to be harder to find, easier to find than atomics, but not regulated to any degree. Given that, why didn't anyone deploy weapons with the same explosive power as atomics, but made up of a shield and a lasgun each?
Aliens (or similar "outside" invaders).
Family atomics had been stockpiled for generations in preparation for the theoretical invasion of the Imperium by an outside alien force. From Children of Dune:
[The Great Houses] were undoubtedbly sincere in subscribing to the argument that nuclear weapons were a reserve held for one purpose: defense of humankind should a threatening 'other intelligence' ever be encountered.
It's also worth mentioning that the Great Convention - itself designed in part to reduce collateral (civilian) damage, thereby maintaining the faufreluches caste structure - banned the use of atomics against human targets; their use against structures, such as the Shield Wall or for other theoretical "atomic landscaping" was presumably hazier. But as with a lot of technical concepts in Dune, a lot of this is (intentionally) left vague by the authour.
As for lasgun-shield interactions, it seemed to be implied that using them against human targets went against the spirit, if not the letter, of the Great Convention, though "accidents" occasionally occurred, such as in Dune, when
Duncan Idaho plants a shield in an outpost the Harkonnen/Sardaukar force was raking with lasguns as a trap.
Not only was deliberately triggering such interactions frowned upon for political reasons; its usefulness was limited by the fact that the magnitude of the reaction was highly variable, unpredictable, and - it seems - random. From Dune:
Jessica focused her mind on lasguns [...] A lasgun/shield explosion was a dangerous variable, could be more powerful than atomics, could kill only the gunner and his shielded target.
This seems to suggest that hitting a shielded target with a lasgun could do very little to to overall outcome of a battle - or it could wipe out the entire battlefield, and then some.
On that note, it's worth mentioning that one of the main purposes of the Great Convention, the forms of kanly, and the fafreluches caste system in the Imperium was to deliberately keep wars small-scale, minimizing casualties, and ultimately keeping the wheels of commerce working consistently [stagnantly, one might argue] as they have for millennia.
As some additional speculation, I always had the impression that family atomics was a bit of Cold War commentary on Herbert's part - the Houses spent resources needlessly on stockpiling these weapons as a show of power, even though they were unusable due to the threat of atomic retaliation. From Dune Messiah (emphasis mine):
The advent of the Field Process shield and the lasgun with their explosive interaction, deadly to attacker and attacked, placed the current determinatives on weapons technology. We need not go into the special role of atomics. The fact that any Family in my Empire could so deploy its atomics as to destroy the planetary bases of fifty or more other Families causes some nervousness, true. But all of us possess precautionary plans for devastating retaliation. Guild and Landsraad contain the keys which hold this force in check. No, my concern goes to the development of humans as special weapons. Here is a virtually unlimited field which a few powers are developing.
-Muad'dib: Lecture to the War College, from The Stilgar Chronicle
It would take some time digging around for the actual quote. But I believe it was mentioned in the first novel that the ultimate reason of why they were kept was as a last resort, if they ended up encountering hostile alien life that other weapons could not defeat. Then there is the deterrent factor, if one house has them then the rest of the houses (or at least many of them) need to have them in order to enforce the Great Convention's consequences for using them.
When Jessica, in her private confrontation with Thufir Hawat, offers "There is no traitor ... The threat's something else. Perhaps it has something to do with lasguns. Perhaps they'll risk secreting a few lasguns with timing mechanisms aimed at house shields." Hawat responds: "And who could tell after the blast if the explosion wasn't atomic? No, my Lady. They'll not risk anything THAT illegal. Radiation lingers. The evidence is hard to erase." I think we can conclude that a lasgun-shield explosion would be responded to in the same way as a conventional nuclear attack, and the Great Convention would be invoked: the home planet of the perpetrator would be obliterated by a combined nuclear attack from all the Great Houses. Of course Duncan Idaho did use a lasgun-shield explosion as a weapon. But at that point House Atreides appeared to have been exterminated, and also news of what was happening on Arrakis was being carefully controlled. When Paul becomes Emperor, no one is in a position to nuke Arrakis, the only source of the Spice.