"Bullets bring bullets"
"You can't outrun the radio"
and
"Knight Errant loves an excuse to bring out the heavy ordinance"
These three phrases should put the fear of KE into them. If you don't want to end the campaign, have them catch a live news feed the next time they're at a bar, where some team of Shadowrunners went on a shooting spree and now KE has locked down 9 city blocks to trap them in a tic-tac-toe grid and is now moving in with a couple hundred officers with milspec gear, covered by scores of drones, several choppers, and some HR mobile attack vans. Watch runners get flushed out, bullets go 'ping!', and get brutally, brutally butchered. Have a few people mention how they'd hate to end like that, and if the PCs speak up, point out that whatever they have is what the poor schmucks who just got cut apart had and it wasn't enough.
You have to make a point that just being the biggest, baddest, bullet-est bunch of Shadowrunners ain't enough. You're outnumbered, out-armorered, and out-gunned, not to mention out-magiced. Direct conflict on that scale should be a huge, HUGE no-no in almost every case. (Mind you, every now and then, a big shoot out in the Barrens with a well-armed gang? Nice change of pace! But, in general? "Bullets bring bullets".
Live by it or die by it.