Blades offer a unique kind of heists, where the characters are competent and their plans are brilliant. Something like:
The GM: You hear heavy footsteps, at least a dozen pairs of boots. You hear a telltale whistle, the camera shows us the outside of the building... Bluecoats are swarming the place!
The Spider: Wait. Flashback. INT. CAPTAIN GILES'S OFFICE - TIME UNKNOWN. Captain Giles is sitting at his table, a briefcase full of silver in front of him -- there's an equivalent of 4 coins. A moment later, the door opens and Sagida enters. "I hope you like my gift, captain", -- she says. Is 4 coins enough of leverage to SWAY him?
The GM: Sure. What do you want from him?
The Spider: Oh, that's simple. I want his boys to raid the lampblacks HQ, while, uhm, "fail to notice" my boys.
The GM: Sounds reasonable. Sounds Risky/Standard. We already know that Giles is one corrupt and greedy piece of naughty word, so he'll agree anyway -- but maybe he'll ask for more?
In pretty much any other system, police showing up would be something bad that the players would need to somehow deal with. In Blades it can easily be turned into "just another part of the plan", to highlight how damn heisenbergian smart and calculating the PCs are.