The most important tool for a shadow runner is a (usually fake) SIN (System Identification Number). Without a SIN of some sort, you can't even buy food at a Stuffer Shack. The issue that can come up in play is how often fake SINs get burned. Most shadowruns involve operating in areas where you need to be using a SIN - you can't even get into the front door of your typical Corp without one. The problem with this is when the gunfire inevitably starts, how do you keep that SIN intact? You need a pretty wiz decker to break into a corporate host, crack the (presumably protected) files containing any surveillance info, and wipe it from existence. Without that, what stops the corp from checking what SINs were being broadcast before the fighting started, and either burn them or add the 'criminal' designation?
Fake SINs are not cheap. Most shadowrunners are going to either start with a level 4 SIN (the highest available at character creation), or buy one to that level as soon as possible. A level 4 SIN costs 10,000 nuyen - as much as the average run pays. This makes infiltration missions incredibly risky. If you're spotted...or even if the corp finds out afterword when checking the recorded footage, you've just wasted your payday.
Currently, it seems most GMs handwave this issue. Has this come up in your games, and how does the GM handle it?