Gun powder was also used as an engineering tool. Without it; no mines, quarries, tunnels, canals, dams...... (smaller and stunted ones.)
Evolution from feudal and isolationist states would have been slower due to larger infrastructure projects being labor intensive and slower.
Two types of gun powder, black powder and nitrocellulose based (smokeless powder). The same technology that produces smokeless powder also is the basis for nitrogen fertilizer. Nitrogen fertilizer increased agricultural production freeing up people to work as underpaid labor in the industrial revolution mechanized factories. Without gun powder based fertilizer more people would be tied to the farms to support society.
Whose to say compressed air would not have become a bullet or cannon propellant? No explosives for airplanes, drop magnesium based napalm and fire bombs. Drop poison, poison gas. Potato cannons? That's the basis for air-fuel bombs. War can be waged at an increased technology level without gun powder.
As far as personal use of gun powder, or lack of; I know a couple of farm produce stands that keep wasp spray handy in the event of an armed holdup again.
Laser weapons, nuclear weapons?
One persons inanimate object is another person's weapon of mass destruction.