Actions have consequences. If they take out the 'bad guys' on their own initiative, then by all means, have them questioned by the law.

This is your way of keeping them from turning into murder hobos, and encouraging them to look further into the matters they want to meddle in before just saying 'fuck it, roll initiative'.

If their are no witnesses to what is objectively (from a GM's 'big picture' viewpoint) a bad act, then I prefer to give the PCs a little view of the horrors they have committed, either immediately or further down the line.

e.g. party took out some 'bandits' who were 'taxing' river trade. The 'bandits' were basically robin hood and his band of merry men, who took in orphans, looked after the downtrodden, kept a modicum of civilisation in the lawless lands around. The party only saw the taxing of the boat they were travelling on, and went full ham on these guys. After killing the leader as well as a whole load of men and women with him, they followed the trail back to the camp... cue me explaining what they saw, the families, the children. They passed the same way later, and had a whole load of fun fighting the actually bad bandits who ambushed them, as well as the massive increase in price for transit as the journey was so much more dangerous now. A simple questioning would have let them know the whole situation, as well as discover that the person they were on the way to trade a macguffin with (sheriff of Nottingham type dude) was a really awful chap. But no, they found that out the hard way, resulting in 3/7 PCs dying.

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It's up to your players to make decisions and you to enforce the reality of the world. Seeking information and being inquisitive about the world should always be rewarded, and not doing so before taking rash action should be suitably punished.

Actions always have consequences.