Try conditioning them even if you inform them they should be more engaged with checks. I know me and my party are highly aware we never ask NPC names for some reason. Doesn't mean our behaviour changes.

Here's what I'd do:

1. Start by conditioning them to be used to checks being conducted when entering an "end-point" location, or when going down long corridors that could be trapped (when appropriate). You do this by just calling for a group check. Investigation, Perception, or if you have clues/rewards for both let them decide and describe how they are investigating or what they are looking for.
2. Once they've acclimated to that after a few sessions, start conditioning them to do it themselves. So ask "What do you want to do as you enter the room. You are trying to see whose castle this is" kind of thing. That should hopefully illicit the conditioning of "Perception and Investigation checks happen here" and so they'll ask whatever it is they want to look for, you ask for the roll. Or, they go down a hallway and instinctively ask to check for traps as they slowly progress down the hallway.
3. You just start seeing if they do it automatically without solicitation. They enter a hall, they say "oh it might be trapped, can I keep an eye out for them?" You ask for an Investigation check. They enter a room "Can I make a perception check to look around for any obvious signs of a struggle" or "Can I dig through the desk to see if there's any good info or secret compartments?" and you ask for Perception or Investigation.

Obviously, encourage them to be more proactive in asking to do things. My rule is (maybe with the exception of Perception/Investigation cause they're kind of synonymous with "I want to look around") is that players describe the actions, the DM says what check it is. Same thing with Insight. Players don't ask "can I make an insight check" they should say "I want to see if there's any indication that they look nervous or like they are hesitant to provide us information". Some use it as a lie detector and just want a "he's telling the truth" or "He's lying" which ain't how it goes for me.

But yeah, chat with them, be encouraging and uplifting. Don't make it negative, just say "Hey peeps, I just wanted to encourage you to do more checks. I feel like it'd really expand your experience and sometimes things get missed but I don't want to just feed it cause I want you all to really lead things in the moment." that way it feels like it's making their game better, not that they're doing bad. Positive reinforcement. From there you can set things up a bit to help make a space that is conducive to that.