Is Shadowrun brutal? It can be.
Instead of echoing a lot of fine points already made, I'll simply say that in my opinion, you need to try and think about what you're doing before you do it. Everything in this game should have consequences, and that's how I run mine. You want to take your Street Sammie up against six gangers, fine go ahead. You may win but guess what, now you just made a lot of enemies. And let's say that they make tracking you down one of their highest priorities.
Fun.
Or let me use my own current game as an example. Runner team, pretty well balanced but a bit magic heavy (low on muscle), end up in the middle of a war between the local Mafia and Triad. Now said Triad decides to employ a mercenary company to do most of the dirty work. After a few successes against a couple of what amount to mercenary fire-teams, they get cocky and start to treat this like a DnD game, rushing in with "overwhelming" firepower.
Against a mercenary company...right.
So now that the mercs know that this runner team is after them, they start leaking information as bait for a trap. And BOY do the players fall for it. Frontal assault on a fortified warehouse without any recon. I have a fire team with magical backup across the street waiting in an "abandoned" house. While the runners are busy playing Butch and Sundance with the warehouse, the fire team catches the players in a nice cross-fire. The magicians use physical barrier to entrap the runner's van from the sides but leave the top open. Why? Well two fire spirits engulf the van and the fireteam starts launching HE and WP grenades at the van like a lethal game or corn hole. If not for some really lucky rolls on the player's part, and a couple bad on mine, to bust the barrier spell, I would have had a TPK, either from the massed fire, the grenades, or simply cooking them alive. Multiple edge burned to prevent death (twice for two players), van all but trashed, the players ended up running with tail between legs, and NO ONE got out unscathed.
The point was not that I am all powerful GM, it's that a halfway smart enemy is a truly dangerous one. I as a GM had the opposition do THEIR legwork, use tactics, and set up a viable ambush. That, IMHO, is how you make the game "brutal".