IMO, to give any effective advice, I think we need to know exactly what the players are complaining about. The scaling up of weapons against them? They're company men, they have "4 High-Velocity weapons, 3 High-Powered weapons a modified Krime Cannon and 4 suits of SWAT-style armor" - in other words, if they don't kill it in one pass, it's probably some sort of tank. The fact that they ARE taking out everything in one pass? The fact that because they're doing that level of damage, in order to balance the playing field, you need to haul out your big guns??
Overall, the best advice I can give you is to remind them that what they bring to the game is what you have to match. They're stomping around the 'plex in medium armor and toting weapons that'd wipe out any small- to medium-sized gang. If they don't want the opposition to start targetting them with headshots from 1200m out, they need to get more subtle. If they want to romp around the way they are, they're going to face opposition with heavy weapons which, if they get through, are going to smear them across the wall. If they don't want to face that sort of opposition, they should seek out more subtle missions. IC, the PCs talk to their handler; OOC, the players talk to you.
Ideas as a GM, to get away from the 'hi there, headshot with an assault cannon!' issue - pretty simple, really. More mages. Gino and Nunzio might be able to smack away two or three spells at a time, but what about five or seven? What if the opposition is equal to their skill rating, is actively attacking their magical defenses? If you've got your spell defense up, your ability to cast goes down, which means a solid opposition team with two or three spellcasters and a good bunch of tactical soldiers can force the PCs to choose - either keep spell defense up and not be able to defend against the incoming bulletstorm, or start working against the bullets and have to scramble to protect against spells. If one's doing the spell defense and the other is doing physical defense, again, have an opposition mage magically attack their magical defenses against the physical attacks - and another one sic a spirit on them.
And if you really want to scare the pants off them, I have two words for you: Ritual Sorcery. "Hi there, headshot with an assault cannon" becomes something they KNOW is happening, but they have a limited time to find the 'shooters' ... who could be anywhere on the planet.