Dune: Part Three is a thriller because Paul Atreides has already won
The obvious version of a third Dune movie would simply make Part Two larger. More armies, more sandworms, a wider war and another enemy waiting at the end. Denis Villeneuve has spent a decade making these films and seems considerably less interested in the obvious version. His final chapter is a thriller, and the reason is built into Paul Atreides' new position: there is almost nothing left for him to conquer.