Give them more opportunities for character interactions, and give them some real characters to interact with. Maybe Oddball (from Kelly's Heroes) is minding the fuel depot.
On combat, if that's what they want, give them some. Give them a single yahoo with a shotgun who gets the drop on them at personal range. Especially if they're moving around like a gang of toughs in a bad section of town. They step around a corner and he shoves the barrel into a set of ribs and lets loose to open the combat. They probably walked into gangland and just figured all the points they had in GC and Melee would protect them. Give them hints, or let someone with Recon make a roll after they're in danger but before the first shot (which happens no matter which way they go.)
Then next time, perhaps they'll roleplay out using that Streetwise to shake down some info on the area before they take a hike.
With plenty of character interaction.
If they're used to the game cycle of a "modern" fantasy game, it'll take time for them to come around to regular roleplaying. When you see it, reward it in the game. Give the player that gives their character some real character some breaks. The NPC who won't talk otherwise takes a liking to them, or considers them "real" even if they are a bit odd. Or there's an underground of people with their quirk. Or the behavior angers someone into makiing a slip.
Learn to use tension, rather than combat, as the centerpiece of the game. At least once per night the whole party should be wondering what they've gotten themselves into, and why they didn't ask more, or better, questions earlier. Traveller is like the horror games that way.
Don't be afraid to kill some characters. They should be a bit more disposable than in other games, especially if your players don't shy from combat as much as is healthy. If your players set up combat situations to favor themselves using lots of RP-gained intel from sources they've done all they can to verify, then let them do some bloodletting. But if it turns out they believed someone with a biased or incomplete view, let them get their tookuses kicked and let them know why.
Also, the players may be expecting regular payoffs in the game. There's no XP and no levelling, so equipment often becomes the payoff. That's OK, so long as the equipment beraks or overconfident characters carrying it die occasionally, taking their toys with them. Let them get their first big gun and battle dress (it's what they want, usually), then shoot some things up, then let them come up against a determined cop with a revolver or pig-sticker when they stop to have a drink or take a dump (killing them on the pot is always fun and memorable.
) After a while, it'll be clear that powerful armor and weapons aren't the answer to everything (though if used intelligently, they can be the answer to some specific problems.)
Finally, make it significant when they solve a problem through thinking and roleplay. Something they can see. A government falls, a new technology becomes available (use this sparingly, and keep it local), they have a new toy to play with (ship, alien weapon, etc.)--that has its own mysteries still in it.
If you pay them in the right coin, they'll learn to enjoy Traveller for what it is, but it takes time to get past the "I roll to see if I win" mentality. They've been taught a role-playing game is nothing but a series of perception and knowledge checks until combat starts. And while that can have its own sort of fun, if used well, they now need to learn to not just roll for answers or interesting events, but come up with them themselves.
Good luck, and most of all, have fun.
