My current group were once pretty overweening about combat, because they were aware I wasn’t altogether familiar with Pathfinder and wanted to avoid an accidental TPK.

Then I threw a bunch of rust monsters at them. Now, I only have to mention that, say, a door handle looks a bit corroded, and they run for the hills.

There are losses other than death that allow you to inspire caution in your players, and it’s perfectly fair to use them. Loss of valued property due to poor decisions is one. It doesn’t have to be rust monsters, it could be getting arrested and weapons being confiscated until a heavy fine is paid, for example. Gold doesn’t automatically replenish after a long rest.