Serious answer: escalating consequences of actions - notoriety, extra attention from authorities, ordinary folk shutting doors in their faces. Fun answer: build a monster that would be a relatively easy fight for most PCs, but has immunities and abilities perfect for defeating this one character!

as a player: just send him in, we do not need to be first row, maybe we stay a bit back even, yeah yeah just go on and do as a DM: give him an enemy that is a few pay grades above him and so unbothered it only plays and doesn't even fight

Luckily, this has only happened once. I told the player it would change their alignment which would mean he couldn't use his magical weapons. That was enough for them to reconsider. I've actually had more players talk their way out of combat or show kindness when I as GM was ready for battle.

Hoo, going through that right now, the newly levelled up assassin rouge stabbed a member of the opposing team after both were eliminated from a friendly fight. (Session ended 2 hours ago. I've got 2 weeks to figure out what to do)

Be a shame if some random farmer's uncle turned out to be an archmage...