Not a one of the guys I know who went to prison played good characters with any regularity.I'm sure there are people who played good characters consistently who have ended up in prison for a variety of modern evil acts, too. I wouldn't read too much into their childhood choice of pcs.
1. Meet a rival party of evil NPCs who kills the PCs just for the heck of it.
2. Have a new session 0 where you discuss what kind of game everybody wants to play.
Impossible! You're the GM, not a force of nature. Your responses are still choices.Step 2: play the game, and let the consequences fall where they may.
Killing characters beforehand, probably "to prove the point," is likely to have players come to the discussion filled with resentment.
Just have the discussion. Skip the killing.