Let me clarify one thing right quick.
I don't mean "don't try to win." I certainly don't mean that.
I just mean "try to win with reckless abandon."
The game will reward you for it (in several ways).
Yes, this is definitely a shift, but the players do seem to be embracing it. At least, they are starting to!
In our first session, three of the players were reluctant to take any Stress. I brought it up a lot, but I think they feared it was some kind of diabolical GM trap. They kind of viewed it as the game's equivalent of Hit Points. The fourth player though, happily took Stress to Push Himself on an important roll, and twice to assist other characters with their rolls. After the first score, I was surprised to see another player really embrace the Stress during downtime. He's playing a Spider, which is a mastermind type of character (I know you're familiar, but for others who may not be), and he said he thinks his Stress is best used during downtime since he's not as strong a combatant or as stealthy as the other Crew members. His Downtime actions really helped the Crew, and that was good for the other players to see.
In our second session, they all took at least a bit of Stress in order to complete the Score. So I think they've already realized that it's a resource that must be put to use. Yes, there's risk in using the resource, but if you don't use it at all, you're going to have a hard time.
Neither Harm nor Resistance Rolls have come up yet because they've avoided the potential fights that have come up, so we'll see how they handle those elements, but it seems they're embracing the fact that they need to be risky in order to achieve what they want. I also haven't offered any Devil's Bargains yet....I wanted to get the basics down, and then I plan on adding other elements as we move along and the earlier ones are firmly grasped. I think I'll break out the Devil's Bargains next session.
We're going to begin with Downtime following their second Score, and there will likely be some Vice Indulgence going on, since they each have between 2 and 6 Stress. So that'll be interesting to see. They have a few significant Clocks in play, including a Long Term Project to sort of "reverse engineer" the new drug that they were given. They want to figure out how it's made so that their Leech can just start making it rather than having to rely on a supplier.
I can already see the tensions building. I kind of came up with the first two Scores to get the ball rolling, but they're already mentioning ideas for goals they have and the kinds of Scores they want to pull off. So I think I can ease off and let them take the lead, which is exactly what I was hoping for.
All in all, I think their adjustment in mindset from a more D&D style approach is happening quicker than I expected. They're embracing risk and they're starting to really run with the player-driven elements. Hopefully that all continues.