TL;DR WARNING: This is going to be a long-winded post, basically of me trying to come up with solutions to problems I came up with.
So I had a thought about why missiles aren't used as a primary armament in the Star Wars for air-to-air and air-to-ground engagements instead of primarily laser and blaster cannons complemented by concussion missiles / proton torpedoes. I already know that missiles of various kinds (guided air-to-air missiles, surf-surf missiles, air-to-ground rockets similar to Hydra 70s) already exist, this post is answering why they aren't used more commonly. The meta reason is most likely due to the WWII-esque dogfighting Lucas based initial aerial engagements on, however there aren't really any good in-universe explanations other than cost, which I'll get to later.
Why would missiles be effective?
Guided anti-air missiles would be effective against hostile starfighters for the same reason they're effective in real life; they would use traditional sensors to lock on to the target craft, dismount from the "mother" craft and detonate against or nearby the targeted craft.
PROBLEM 1: The missile can be outmaneuvered by the target craft.
SOLUTION 1: Equip the missiles with vectored thrusts, and various other "devices" to improve maneuverability to proton torpedo-level.
PROBLEM 2: The missile doesn't carry enough ordinance to eliminate the target craft.
SOLUTION 2: Equip the missile with a concussion warhead, proton warhead, armor-piercing tandem charge.
PROBLEM 3: The missile is slower than the target craft.
SOLUTION 3.1: Upgrade the missile with super-hypersonic thrusters for in-atmosphere combat, as neither the T-65B nor TIE/LN are supersonic in-atmosphere
SOLUTION 3.2: Upgrade the missile with faster-than-light thrusters, most likely with a terminal velocity of 75-90 MGLT, or ~59500-60000 times the speed of light for realspace combat.*
PROBLEM 3.21: The velocity of the missile negatively affects targeting.
SOLUTION 3.21: Upgrade active sensor systems or switch to semi-active homing.
PROBLEM 4: The target craft's ray shield can disintegrate/negatively affect the missile.
SOLUTION 4: Surround the missile with protons/plasma, negating the effects of ray shielding.
PROBLEM 5: The target craft's focused particle shield** can disintegrate/negatively affect the missile.
SOLUTION 5.1: Use a multiple preemptive warhead missile, which saturates the particle shield with smaller warheads while the primary missile slips through.
SOLUTION 5.2: Equip the missile with adaptive homing, detecting a particle shield and moving to an unshielded area of the craft to strike, similar to the FGM-148 Javelin ATGM.
These are just 5 of the problems/solutions I came up with. Feel free to comment any more problems/solutions you come up with.
*: I didn't mention hyperdrive for a good reason. From the research I've done, combat effectively ends as soon as a combatant enters hyperspace. While a missile with Interdictor technology could be feasible, it would likely be detrimental to the launching craft as well as the target. The only reason a missile would need a hyperdrive is for kinetic penetration (scaled down Raddus from TLJ), and even then it would be a Class >3 at best, or else the missile would be larger than the target craft and stupid.
**: A focused particle shield is all the power of a general particle shield, but only covering a plane of the craft rather than the whole craft. This would provide sufficient power to stop a missile with only particle shields.