Unfortunately, they don't know how to police themselves (or so it seems). Many of them forego what would be the most interesting, exciting, or cinematic option, instead looking to the most logical option; often making certain it is the surest, safest plan, devoid of conflict, drama, tension, and sadly, emotional impact, and resonance.Right, because for some players, survival is the ultimate point of participating in roleplaying games. Live to fight another day, get more stuff, etc. Now that's not particularly heroic, it reflects a more picaresque style of play whose roots go back to the very beginning of RPG's. Those were the days of Gygaxian lethal death traps, fragile PC's, and the notion that clever roleplaying meant doing your best to avoid an untimely end.
But heroes rush into danger, right? They throw caution to the wind for the purposes of saving the innocent, defeating villains, etc. Sure, they might play it a little smart and not be completely reckless, but taking a few lumps in the name of what's right is what heroism is all about.
Now Adam raised the question of whose responsibility it is to generate this tone. That's a tough one, but I feel the majority of the opus is on the GM, mostly in terms of theme. If you at some point spring a death trap, say a poisoned lock, on the PC's, then they will be stopping to look for poisoned locks from them on out. For me personally, when it comes to traps I don't like the "out of nowhere" option but instead will leave clues and let the players puzzle out what happened. So rather than have the PC's constantly checking every dungeon wall for traps, I'll just have a headless body lying in the hallway and let the players ignore it at their peril. Then the players are trained to not bog down gameplay but instead are trained to listen to descriptive language from me.
But sometimes it is just the players. My gaming group that does the EOW weekend every year is notorious for this, because many of them are former military and/or law enforcement, and by God they are going to throw flash-bang grenades, "cut the pie," and a whole other host of sound tactics because they are projecting their own experiences onto the game (one where you don't get an extra life).
I don't know if the answer is to be as upfront as possible about what kinds of themes you want the campaign to have, or if the answer is to punish the players in subtle way when they start to bog things down (a sort of Pavlovian reflex). "Oh, you spent three turns checking to see if the door was trapped, well now the guards inside have heard the scratching and are ready for you."
It's tough, and I'm not sure how to deprogram decades of gaming styles, but like Adam I keep trying.