Remember, consequence doesn't always mean the PC gets hosed. It just means the narrative is moved forward. The level of the consequence equals the risk, the narrative is meant to inform how the story evolves.
So, in a trad game, if a PC fails their roll to pick a lock, the GM says, "You're unable to pick the lock, what do you do?"
In a narrative game, if the PC is being quiet, trying to pick the lock, and fails with fear, the GM might say, "You're unable to pick the lock. As you look at it in frustration, you hear voices down the dark hall. What do you do?"
Alternatively, if the PC is trying to quietly pick the lock while his fellow PC is unwisely yelling down the hallway to ask how its going, the consequence won't just be, "You hear voices."