I think that all you can to is to reply to the message and say “please file a ticket” and close the topic (maybe delete it after a period?). You could also tag those as “support-ticket-required” or something like that.
I suspect the problem is that probably none of these users uses the forum except to ask for support, so it’ll be impossible to educate them.
You could try a pinned topic, but no one will read that either.