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One of my players expressed to me the other day that he felt that at the point combat started then the characters had already messed up somewhere. I am hoping that this system and setting will have an immersive narrative feel and that many of the adventure sites will be 'succeeded' with more options than "kill the creature, loot the bodies".

You can be sure that that the sites will be varied. Yes, there will be combat because it’s a fantasy RPG with an interesting combat system but there will also be subterfuge and diplomacy. And you as a GM can make the sites as you wish
One question: is this player a Shadowrun or Cthulhu gamer? This are the two systems that come to my mind when I hear that you should avoid combat

No, we are actually playing ffg Star Wars and he is playing in a separate wfrp 1st ed game, both games do have combat but are heavily focused on social and problem solving encounters as both games have very experienced players and GM.

Like King Kull says, there will be combat as well as a lot of other challenges: diplomatic ones and ethical ones, interpreting clues, paying attention to details, traps and ciphers, avoiding combat, using available resources, deciding upon strategies etc.

Writing eleven adventure sites, I have the ambition to make them as varied as possible, also when it comes to setting, encounters and mood. Also I try to make each adventure site open to different approaches.

This is exactly what I was hoping for, it sounds like you have it all covered for multiple play styles. I think my group are particularly interested in slowly learning the lore of the forbidden lands, and you can't do that if all you do is kill everything in sight.

Did any of you ever play the PC game Neoscavenger?

In a nutshell, you enter combat with some detailed info of you, the enemy, distance between you, if you're seen or not and what you can do at your current position (based ofcourse on what types of skills you have available to you)
It is almost completely textbased, but with a finetuned system, I can't see why it wouldn't work for a narrative encounter.
Keep in mind: I have not seen how M:Y0 combat works, but I'm guessing it is something simular.