They are "different", and certainly focus on different things, but I don't think that Firefly's worldbuilding is somehow "less than" simply because it doesn't focus on the political side of things. Yes. We see more defined groups in Dune. But they're all "big movers and shakers". House Atreides, House Harkonnen, the Emperor, the Guild, the Bene Gesserit, the Fremen. All key players in a galaxy-side power struggle. But we're literally only shown the things that are relevant to that struggle. It's science fiction on a grand scale.
But we see more of the ground level stuff in Firefly. I certainly saw a lot of variation in the different locations. The Mudders were nothing like the folks on Persephone, versus Patience and her moon, versus Niska and his station, etc, etc, etc. We see regular people, living regular lives. We see people in bars socializing. We see goods being transported. We see how people actually live in the world.
Again. Different. But I wouldn't necessarily say that one is better or worse worldbuilding than the other. Certainly not if we restrict ourselves to just the first book in the Dune series (Firefly only got the one short season, and one film). Later books filled in the Dune universe a heck of a lot as well, but in just the first? There's not a lot outside of Arrakis itself detailed there (and the politics of the specific stuff going on right then and there).
Again, not sure I agree. Dune is certainly interesting even if you remove the specific conflict in the story. The use of spice is interesting and unique. And the removal of computing devices and focus on human enhancement is also interesting (as are the different factions involved in this). So there's some good stuff in there.
Firefly has some intresting stuff as well though. An entire populated system of planets and moons, by immigrants from "earth that was". The blending of east/west culture and language. The economics and politics of the colonization of these planets leading to economic disparity, leading to war, leading to where we are now.
Honestly, while I agree that Dune has more "out there" stuff in it, it's also just kinda presented as a pat "this is what's there". Spice is "just there" (and hugely significant). The reasons and purposes of the differences in human/machine uses in the setting is "just there" as well (yes, later books go into more details, but not so much in the first book). I feel like if we had 5+ seasons of Firefly to really flesh things out, your assessment might be very different. The bones of a very detailed setting were certainly laid, and were very interesting as well. Which is preciseliy why it's often listed as the best series canceled way too early. It was literally just "getting to the meat of the story" when it stops. Heck. We didn't even get a full year season, so there isn't even a complete story. So if we were really being fair, we'd compare it to just the first half of the novel Dune, and then see how they stack up.
I also think that what made Firefly so different than most sci-fi stories was the very thing you are labeling as "better worldbuilding" in Dune. It's not focused on the powerful players. They aren't flying the flagship of the Federation, or some special prototype ship with a unique jump drive, or some other "we're super special" thing. And it has an incredible blending of "wild west meets spaceships" bit, that is not super common. I get that you say it's "cowboys in space", but that usually doesn't actually include people shipping cattle in their spaceship, right?