Wel, I should be clear. When I said, "tactics," I meant like, "you go outflank this guy while I lay down covering fire, and Joe gets the rocket launcher ready." I don't mean the game mechanics stuff, which is dull as dishwater.
Combat systems are a difficult one. Most tend to the One Lucky Blow Decides All that you described, or else Hit Point Attrition. There don't seem to be many which reward thought and planning much. So that's an unresolved thing for me.
As for moral dilemmas, you guys saw them even when they weren't there. "We are sworn to defend the Eorl, but we are also sworn to his daughter, and she is asking us to do something the Eorl would dislike," okay, that's a moral dilemma. But, "here's a giant with a human face sleeping, and there's piles of silver and gold behind him." That's not a moral dilemma.
In this respect, what I find is that for players who identify strongly with their characters, they play their characters as more than what's on the character sheet. For example, one of our players played his guy as avoiding fights, and avoiding being lethal when there was a fight. But nothing on his character sheet said he had to do that; his character's aspects didn't mention being pacifist, or violent, or anything. But to him his character was more than just what was written down, so that's the way he played him. To butcher sleeping guys, even sleeping giants, went against his idea of his character, so he wouldn't do it.
That's nothing in the rules or the game world - the game world would have praised slaying a giant. You'd have been great heroes. That was about your own ideas of your characters. I think that's in the hands of the players.
If payers have a mind for the butchery, then it'll happen whatever the game world and character sheets say. If the players don't, then it won't happen. For example, there was a certain persistent enemy who kept attacking your character... but you kept sparing him. Were you just keeping him around for practice? :p