It might help to recall how and why transporting water (and food) has a very low cost–benefit ratio on earth¹:
Most humans, animals or plants consume their body weight’s equivalent in a rather short time.
On Arrakis, the benefit of water is arguably higher than on earth (and the art of recycling moisture has been brought to perfection) but so are the transportation costs – you cannot just build a pipeline from Caladan to Dune and there are several passages in the books indicating that space travel is expensive and its costs are a relevant factor when considering troup movements.
This alone might explain why importing water on ecologically relevant scales does not happen.²
As for importing water for individual purposes, I would expect it to be cheaper to acquire it locally.
If water were that expensive on Arrakis, everybody would use stillsuits except the very rich.
Still, there seems to be no effective ban on importing water as this would require a thorough inspection of the cargo of each ship transported by a heighliner, which I cannot remember to have read about.
So after all, we cannot exclude small amounts of water being imported to Arrakis and, for the books to make sense, we do not have to, as there is still reason as to why water is expensive.
One could argue that every traveller coming from a water-rich planet and staying on Arrakis for a while leaves the planet with some litres of water less in his body than when he arrived and thus effectively is a small water import.
A similar thing goes for food imports (which we read about once or twice in the books), which not only bring nutrients to Arrakis, as most food consists of water to a relevant percentage.
Admittedly, this is all very vague, but when reading the books, it never struck me as unrealistic that water imports are not mentioned. ¹
If it hadn’t, droughts and famines would be much easier to fight.
²
In addition, the Spacing Guild would almost certainly notice such water imports on conventional ways (as you cannot transport such huge volumes and weights unnoticed) as well as via prescience and prevent them.
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I think part of the point of the book is that no one until Kynes understands the biology of the sandworms well enough to see how intimately spice production and the climate are related, so no one is keeping the planet dry for that reason.
I think the more relevant question is, who would be willing to spend money on that?
We're talking about a planet; you could spend decades hauling in water, and not make a dent, or you could put that money into buying more harvesting equipment, or spend more on soldiers to fight Fremen, to make more land safe to harvest on.
And the Harkonnens like oppressing people.
They aren't going to lift a finger to aid the people.
And if they hadn't invaded, it would have been decades before the Atreides could have thought of spending their money on anything but making more money, to shore up their position.
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Water is poisonous to the sandworms.
Also the sand trout seal water away to protect the sand worms as this is their later stage of development.
The sandtrout ... was introduced here from some other place.
This was a wet planet then.
They proliferated beyond the capability of existing ecosystems to deal with them.
Sandtrout encysted the available free water, made this a desert planet ... and they did it to survive.
In a planet sufficiently dry, they could move to their sandworm phase.
—
Leto Atreides II
So importing water could destabalise the ecology like stated and threated "The Spice" which no one of course wants.
Any imported water would need sealing away to protect it from the sand trout but they could import it if they are careful with it.
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Water is imported.
The first novel makes specific mention of water sellers, water shippers, and water smugglers.
But not a lot, and few could afford it.
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When Leto II the God Emperor ascended and during his many millenia of rule, water was imported in vast quantities to terraform Rakis to the detriment of the sandworm-supporting ecosystem.
He(It?)
even died after having too much exposure to water, specifically immersion in the Idaho River from falling off a blown up bridge.
see (God Emperor of Dune)
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Why is water not imported in guild highliners to Arrakis? I can understand a reluctance to import water because it would upset the ecology, and endanger the spice production somehow, but surely they can import water for survival purposes?
Why is water not imported to Arrakis?
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Any imported water would need sealing away to protect it from the sand trout. Water could be imported must this might be inefficient compared to investment in harvesting locally. Water is imported to Arrakis in small quantities but not in large quantities because the worms need to be dry conditions. Also, importing large quantities of water would devalue the Fremen’s water holdings and the sand trout would lock up the water again so the importation of large quantities would be futile.
Water is imported to Arrakis in small quantities. It is not imported in significant quantities because the worms need dry conditions. Importing large quantities of water would devalue the Fremen’s water holdings. Importing water would not make a difference as the sand trout would lock up the water again.