One of the main problems RPGs have is that there is no escalation of force in them.
Typically all a player has is their single "best" kill move and not a whole lot else.
This means when combat breaks out they pull out their axe of +2 decapitation, use their special move of neck rending, and in general try to full out murder someone regardless of the provocation for example so someone is trying to mug them with a pocket knife.
In order to get players to scale back from super murder hobos you need to make sure the situations they are interesting or threatening, but where their death is not the main goal.
That mugger has no real intention of killing the PCs he just wants to get whatever loose change or jewelry the players have and book it.
You also should put in repercussions for escalating a situation far more than it needs to and reward players when they make appropriate decisions.
In this mugging situation some acceptable solutions would be talking the guy down, scaring him off, disarming him of his weapon, pinning him and calling the authorities, running away, causing a commotion so police are called, knocking him out.
Unacceptable solutions would include pulling out an anti-material rifle from your own personal pocket dimension and then proceeding to kill the guy and the building behind him.
A good step to limit guns and stuff is to put players in situations where being heavily armed has major social draw backs.
For example the area in America where I live you can buy and open carry pretty much any non-automatic weapon, and conceal carry (with license) pretty much any small fire arms.
That being said if you walked down the street with that shit people would avoid, and pretty much all private businesses would kick you out, and not to mention that at the slightest provocation someone would call the police on your ass for "brandishing a firearm" in a threatening manner which is highly illegal.