I have ran into this issue in many games using different systems. My players either start in or reach a point where they should be above things that normal adventurers are about whether it be building a stronghold in D&D or getting seven circles and seven resources in Burning Wheel. However my players seem to attempt to tackle every issue personally like staking out a warehouse instead of sending their minions to do so or keeping a merchant safe.
This is going to be a big issue with my next game as I will be running a rogue trader game and I fear that the players may actually attempt to attack the enemies personally instead of deploying hundreds of thousands soldiers they have on their ship or decide to oversee construction efforts personally rather than just assigning a foreman.
This kind of behavior would not click well with the story I wish to tell so I want to ask before it is too late. How can I make my players delegate their tasks to NPC’s and focus on more important(Both in universe and in narrative) things?