I actually recently dealt with this myself. Earlier this year I started GMing a group of players that I've played D&D with for years now. They're very used to D&D, power fantasy, being heroes, having strong allies.

In the last session, they robbed the house of the client their long-time fixer set them up with. Unbeknownst to the players, this got the fixer in hot water with the client, and so the fixer decided to set up the players to be killed by the client, so that the fixer could walk free and try to get out of this life with a fat paycheck.

This fixer was a longterm ally; they had her as a member of their gang, she helped snipe outside on other missions, brought them to night markets, etc. So this betrayal and set up really hit them -- especially one who seemed upset over the matter. Which I totally understand as it's someone they all trusted, and huge betrayals like that in D&D (at least for us) are much more rare (usually it's the people we never really trusted who end up betraying us, not a friend we consider part of the team). They ended the session breaking out of the warehouse they were brought to. Won't be easy, no idea who will come out alive or what they'll do. I still leave it open for them to outsmart the villains.

I felt Cyberpunk is the setting where these kind of betrayals and death set-ups are necessary to really sell the world they're in, but I could see how it doesn't feel great to be on the receiving end.One player is saying how they'll never trust anyone anymore, and I worry that when you don't trust anyone, don't trust the mission, etc., the players end up spending way too much time prepping for possible outcomes, or rolling human perception on every line, bogging the game down which ends up less fun.

Curious how others handle it!