Shadowrun is largely about mitigating risk, yes. But avoiding a situation that has HIGH RISK written all over it is perfectly fine, so long as there is another less-risky way to accomplish your goals. It's all situational.
If you're hired to break into a guarded facility and steal the plans for a prototype MacGuffin, you have a few options. You could storm in, wipe out everyone you see, and take it. Obviously high risk depending on who you're going up against, how quick HTR backup is, if you'll puss off your Johnson by attracting too much attention, etc.
You could go halfway, sneak in, use non-lethal methods to incapacitate any guards, edit camera footage afterwards, and sneak out again. Medium risk, maybe you'll get spotted, maybe a guard will call for backup before you can knock him out, etc. Still lots of variables.
Or the other extreme, you take time to use some social engineering to schmooze the secretary, find out who their custodial staff is, hack fake credentials and have your infiltrator be the "new guy filling in for Steve", scout the place, locate the item, pull a fire alarm, hide while they lock the place down, wait until night, steal the item, then exfiltrate while no one is looking. Much longer con, more variables and risks but individually they're all more manageable.
Now, which one of those is the "right" way to finish the run? It all depends on variables: how well can you pull each of those off, what does the Johnson want, who is on your team, how much time do you have, how well do you know the target, and many, many more.
Shadowrun, and nearly every tabletop game for that matter, is a game of chance at its heart. If it wasn't, they would bother having dice to roll at all.