I'm going to give some in-story ideas as to why the characters have holsters without pistols:
Lycus probably uses his holster to hold is default shotgun. It's not the most fitting holster (unless you get his Martian Merc skin or something) but it gets the job done.
Hans's holster was probably just a part of his flight suit and he's gotten used to it being there. I imagine he could carry a pistol but he either stopped bothering after he was discharged by the Hades Division or found the pistol to just be excess weight that he didn't want to bother with.
Konstantin does still keep to some military procedure despite being a raider, the pistol holster is probably a regular part of his uniform that he's used to having, but the pistol he used to have was either lost or destroyed in his fight with Ginebra.
Harec's pistol holster is a good question. His skins imply that he used to not have a holster, but for some reason attached one to his belt between the origins of this skin and the events of this game. Maybe he tried using a pistol a couple of times and couldn't get a good feel of one? Maybe he tried to using a pistol and it got lost or destroyed in combat? Maybe he has a pistol but keeps forgetting about it and the holster is a failed attempt to remind him of that pistol?
