More seriously, you can’t expect player #1 to role-play this classic theme, presented with it he’ll just ignore it.
Better would be to saddle these combat monsters with an NPC who MUST be protected…a droid with the secret plans, the last member of a dying species who alone can lead them to the cosmic macguffin, the company representative who can ensure they get paid for their contract. Said NPC is useless in a fight, but brilliant at finding ways to get themselves in trouble.
As for blowing up skyscrapers, you simply have to show the consequences of such actions. “As the building blows up, you see hundreds of people on fire jumping out of windows…a day care center full of Wookie children is crushed by debris as the parents look on in horror. Imperial forensics shows up, and traces the explosive residue to the batch you had. Now every Wookie in the galaxy is after your blood, your faces are on every imperial post office, use of unneccesary force against your band of terrorists has been approved”.
In other words, if they do evil things, even if they argue that their characters wouldn’t have KNOWN that blowing up a skyscraper would kill 10,000 sentient beings, if they kill 10,000 sentient beings there will be consequences. And the argument that such things happen every day, no one would notice…that’s crap, why did you accept that?
If you fire a grenade launcher in a city, you’ll cause collateral damage. Even if the character at first didn’t understand that, you simply have to show the them the dead and maimed innocents, and they’ll know next time. As far as being combat monsters, their opponents should use tactics that avoid their powers. If they are all mercenary commandos, fighters attack the ship they are on. The captain surrenders, the crew evacuate. Can any of them pilot a ship? If they are landing on a planet with any sort of legal system, the cops demand they turn over their weapons. If they refuse, they’ll have to slaughter the cops. Can they achieve their mission with every cop on the planet after them, their faces on every sub-space video screen? Make it impossible to outrun their past…they shouldn’t be allowed to blow up everyone on planet A, then move on to planet B as if nothing happened. Are there no Hutt crimelords annoyed at their activities? Are there no bounty hunters? Are no enraged wookie parents?
In other words, attack them in their weak spots…their lack of humanity, their barbarity, their evil. Force them to recognize the evil they do, present them with scenarios where bringing out the heavy weapons will kill innocent people, force them to SAVE people not kill them.