Are the players really overly confident or do they just think this is how the campaign is built

Meaning as long as everything is working out they will not change

There are ways to build around that with cities full of people and guards so that combat isn’t an option, using clearly higher level enemies and npcs

If the players like how things are going currently maybe the group you run for isn’t the one (I don’t want to play in a campaign where the DM limits the groups actions)