I'm going to approach your question from a mentor POV rather than coach. So this will come across more in the 'telling zone."
True coaching involves more inquiry than advocacy. This draws out their own capacity for being able to solve situations on their own. So what I wonder is whether or not you've been attempting to actually 'coach' or have been doing something more akin to managing/educating/mentoring/delegating and then wondering why they're not approaching things more like you would. Educating's original purpose was inherent in the latin root of the word 'educate' which means "to draw from within".....
This approach flies in the face of our country's addiction to knowledge transfer as the be all/end all of how to develop those around us. it's not, it only perpetuates the problem of making oneself the "answer man" that everyone goes to and as a consequence direct reports/peers others don't have any need to up-level their own critical thinking skills.
So, personally, there are a number of options that I see:
1. Learn to coach them. Assume they already have the capability and capacity and then help them uncover the interference to the natural expression of those abilities. Then help them subtract that interference.
2. Hire a coach who knows how to do #1 and have that person not only grow your team's potential but also yours in the offing.
3. Get them all together and ask them how they would solve the scenario you presented. Remember, the leader's real job is to develop leadership in others and tasking them with this problem could grow their skills.
4. Lastly, in order to take whatever solution they come up with out of #3, you'd need also to approach each one of them as unique. This means how they go about things is different. There's no one size fits all solution to why they're behaving as they are and your strongest avenue is to approach them as singles rather than a collective unit.