Two words: Lasting Repercussions.

Players will be much more reticent to leap into combat if a mistake stays with them longer than a few hours. Player gets shot, turn that into arm wrack and deny them an arm for a month. Player kills someone, slap them with a PTSD condition that rears its head whenever they come into later combats.

Be wary about killing characters though. That sounds like a good option, but frequently has the opposite effect. If players are afraid of losing their character in combat they'll deliberately spec to be better at combat. Which, in turn, forces...