This is a reasonably common problem, and I can offer some general tips when it comes to change between systems and settings with different... standard handling.
Firstly, just talk to the players about the difference. Honestly telling them is a blunt but generally reliable option. Explain that combat tends to be faster, deadlier, and with less undo buttons in this systems.
If you fear that doesn't take, just make it a character generation requirement that every PC should have a role in the party/ship outside of hand to hand or ship to ship combat. This should work to mitigate their murder hobo tendencies.
If you've done both of these things, and you feel that you haven't actually driven the point home, make them make a few back up characters "So that multiple player deaths should you guys play it stupid don't slow us down too much".
Don't be afraid to actually kill PCs if they don't get it.
I know that the last bit probably seems horribly blunt, but I know people who've tried to play Unknown Armies like it was Dungeons and Dragons, and that usually ended with them realize that gangs don't need skill or magical support if they have 6 guys with sawed off shotguns or desert eagles defending their drug den you just kicked down the of.