Wild Shape is pretty important to Moon Druid.
I'm currently playing a Moon Druid, and Wild Shape is key to the effectiveness of a Moon Druid in combat. If your players had wanted a spellslinger Druid, Circle of the Moon was not a great choice. Circle of the Land or another Circle that improves spellcasting would be a much better choice.
TL;DR: Yes, as a Circle of the Moon Druid they should definitely be focusing on their Wild Shapes if they want to be most effective in combat. However, you can play the character and have fun without Wild Shaping in combat by slinging spells (particularly healing and control spells such as Cure Wounds, Healing Word, Entangle, Faerie Fire, etc).
Your best course of action depends on why they aren't using the Wild Shape. Are they making the conscious decision not to, whether for story or personal reasons, or are they just not using it because they're inexperienced and not sure how to use it properly? Or, perhaps they aren't using Wild Shape in combat because they see the party composition and they don't want the entire party to be in the front line swinging at the enemy, so they choose to hang back instead.
Now, if they're complaining about their characters' low HP, then I would hazard a guess that it's because they're inexperienced and don't know any better.
In that case, I'd pull them aside together (with the DM if possible) between sessions and show them some of the cool shapes they have access to (not sure what level you guys are but Giant Hyena, Dire Wolf, Giant Toad, and Giant Spider take the cake at low levels for me).
Yes, you probably have seen a Brown Bear, Lion, Tiger or Dire Wolf at some point.
If they insist that they haven't seen any of those beasts yet, you'll have to talk them through the process of going through their characters' lives BEFORE they became adventurers and consider what they would have seen during that time. Page 24 of Xanathar's Guide to Everything has a really good bunch of tables on it that they should have a look at. The tables are organized by biome (grassland, forests, mountains, etc) and have a fairly long list of beasts up to CR 1 that your characters would have probably seen during their lives pre-adventuring if they were from that type of area.
Discuss with your DM and those two players and see what you can work out. If you have noticed their complaining and lack of Wild Shapes, the DM probably has as well. If you include your DM in the process it'll go much smoother.
Inspiration/Excitement for your players
--Warning: D&D Math Below!!!---
My MVP wild shape pre-level 4 for prolonged combat has got to be Giant Hyena.
I'm going into power-gamer mode for a minute here: doing some basic math, 45HP per wild shape (giant hyena) at 2 transformations per rest is 90HP. If we assume level 3 then you have 4 first level spell slots and 2 second level spell slots, for a total healing amount of 8d8 hit points over the course of 6 turns (one slot per turn), which averages 36 hit points. If you assume that your characters have 12 CON (+1 bonus) and that they take average HP at each level up, they will have 19HP at level 3 on the un-transformed character itself.
Adding this all up, you have 90HP + 36HP + 19HP which is 145HP at level 3, assuming average healing and HP rolls and that you expend all of your resources, and that's without any external assistance such as your cleric or health potions. Show that to your Druid players and hopefully they stop complaining about low HP.
I don't mean to encourage extreme powergaming and it's unrealistic that they would blow all of their spell slots on healing and all their wild shapes in a single combat. I mainly wanted to show how effective the Wild Shapes can make the Moon Druid and hopefully this can inspire and excite your players to get into the next game and try out their Wild Shapes, instead of hanging back and slinging Thornwhips and Ice Knives.