The movie had its problems and I've never read the books but even I know the answer is because the shields don't stop slow moving objects otherwise you wouldn't be able to pick up a cup. It's even explained in the film, admittedly very briefly.
But then again that's also how personal shields work in Stargate
Also a laser hitting a shield causes a massive explosion, which could be at the shield or laser gun. Bullets get stopped and a laser would likely kill either user if many kilometers away, or both of closer.
I've read a few of the books. I think for narrative balance purposes, a lasegun would need a certain amount of power before it would explode a shield. Like you can't just put a miniaturized lasegun on a hunter seeker... laseguns need to be big.