I played a few sessions of the Firefly RPG, my only experience with anything like D&D other than the Forgotten Realms PC games.
I semi min maxed my character to be a really good shot and spent my money on a rifle. Clearly I wanted to do some combat and be good at it.
The GM thwarted every attempt I made to use my skills to solve problems in the game. There was even an assasination mission in a skyscraper where we snuck into an adjacent building and all the glass was fucking bulletproof. Later we got captured in between sessions so no gun.
You have to go with what your players want to do so they have fun, sure try introducing them to new things you think they may enjoy, but don't be stubborn and force them to play the game in the exact way you designed it to play out.
If they want to be murderhobos, design the game to both enable it and challenge it. The law showing up or the revenge expert hunter NPC someone posted about sound really fun. Why not dangle a carrot in front of them and have a temple with a magic item you know they'll steal, give it an inventive curse or a challenging combat situation, but why outright kill then to discourage them?
It's a fucking game.