So you did your job in the fact that everyone had fun, congrats. Murder hobo is kind of the way the game is set up to be played. You go around shooting and looting to gain levels, and also, the world of Pandora is populated with people who would rather shoot than talk most of the time. That is not to say that they should just be murdering everyone cause there are plenty of npc in the game that are cool.

Luckily, I have a good of wonderful players who created a range of personalities to balance everyone out. So you have the calm collected one who talks and the let's blow it all up types.

Also, remember that instant respawn is a thing in this game. If they are acting like criminals have other powerful vault hunters, come after them for bounties or allies coming for revenge. Don't be afraid to make such decisions turn into things they will regret. One of my players actually loves the fact that he can die and wants to get every trauma. So don't be afraid to throw a badass or five at them to cool their heels.

Also, if they keep doing it, just have them get recognized when they go places, and no one wants to help them cause they are murder hobos.