I've occasionally explained to a player, prior to them making a decision that frankly "goes against" the established lore, that what they're about to do would be at some odds with their faction / deity / law / order etc...
"Hey Paladin, you took Oath of the Whatever, and normally that Oath would compel your kind to protect innocents against Daemons like this, do what you want, but it may have some consequences later on if the other Knights find out you didn't get involved"
"Hey Fighter, you are with the Harpers now, and they would have explained to you at initiation that needless torture and cruelty isn't their style; do what you want, but if this gets out, the other Harpers may take issue"
"Hey Druid, burning down the forest to defeat the bandits may be cool with some observed forces of Nature (destructive ones) but other Druids from your Circle may get upset if they find out that you were involved, do what you want though"
I don't PUNISH players for doing these things, but I establish during session zero that I do care about the "reality" of the setting, where factions, oaths, NPC organizations etc matter, for good or ill. They can definitely tell the Knights of the Oath of GoodyTwoShoes, the Harpers, or the Druid Circle of the OakFather to piss off and leave them alone but... they probably won't get any of the perks anymore from those factions. They can still use all of their powers and abilities, no issue, though. But their fellows probably won't help them out during downtime.