As has been said, I think the core of the problem is that your players are used to/want to play Dungeons and Dragons (or Pathfinder or any other game with a well-defined set of challenge ratings and Diablo-style loot progression).
But if you're all dead set on playing Through the Breach in-system (instead of applying the setting to another system), then the above suggestions are great. Other things you can do would be to set a sort of monetary investment goal for the group. As Amers&nd mentioned, his group is funneling a lot of their gains into running a business. This expands the reward pool outside of adventuring gear (guns and armor) and adds in things like employees, architecture/property, licenses/permits, tools of the trade (enchanted distillery! Clockwork massage machine!), and other weird random stuff that doesn't give a to fighting.
In truth, if you want to hand out items that make your players better at killing, well the combat is going to get really funky. There are many threads already sitting around discussing how the combat balance is currently in an odd goldilocks zone. Enforcers are on par with starting players, but powerups and such will allow them to beat them relatively easily. So you're stuck with either throwing enemies that require your players to flip/cheat only face cards (making combat a slog of failure) or sending large numbers of enemies at them to cause damage by attrition. At this point your best bet is then to get REALLY into environmental setup in order to produce for your players and other hazards. It is a lot of work, but I've found every game system that doesn't come with a Monster Manual filled with challenge ratings runs into the same Fatemaster/Gamemaster/Storyteller workload. The alternative of course is to go combat-light, but it doesn't sound like that's the solution you're looking for.