Taking too much time (in-universe, not at the table!), leaving too much evidence to readily dispose of, triggering alerts, and expending too many resources all come to mind. Characters don't have to keel over grievously injured for things to go seriously wrong.
D&D 5E theoretically is supposed to be balanced around a resource attrition model, although I doubt that a lot of tables strongly adhere to the "adventuring day" or are very strict with rests to make that work. I've been in a group where we treated an attack on a giants' stronghold as a single continuous, high-speed raid -- never pausing for more than a minute to evaluate things, let alone taking a short rest. We did this because the giants were organized opposition in their own stronghold, we were there to stop a particular event, and we weren't willing to have our characters act genre-aware (i.e. assuming that the plot schedule would conveniently alter itself for maximum drama, so that we could take as much in-universe time as we felt we needed and still magically reach the climax in the nick of time); but this is probably unusual, and most parties probably 'go nova' more than the system design nominally intends.
For something like the Shadowrun setting -- well, you may easily overpower the odd corporate security guard, but you can assume that they're networked with the rest of corporate security, and you don't want to still be there when e.g. a corporate high-threat response team shows up; so discretion and speed come into play. And, depending on what you're doing... well, "regular" data theft jobs on corporate targets and the like might not draw much in the way of retribution if you do manage a cleap escape (it's just a cost of doing business, their main grievance would have be with whomever hired you, and if you did things very competently and professionally they're probably more interested in hiring you for similar jobs rather than taking revenge); but if the results of your job humiliate a high-up in a powerful crime syndicate and you leave a sizeable evidence trail, well, you might have a problem down the road.