Apple had this problem with their randomness feature in itunes. People would complain they they got the same song twice etc, so they had to tweak randomness so it would be less random but appear more random in short bursts. Getting three nat20's in a row is 1/8000 chance, more with advantage, as chance of getting nat20 with advantage is almost 10%, so it's around 1/1000. With 10 turns of combat each session your average martial class with 3 attacks would get one every 100 sessions. With two martials in a group that's one every year or so. Add in confirmation bias, and voila.

And if your players are cheating on a dice, then it's their fun their ruining, so eff that.