Most antagonists in the GTA series have always been pathethic morons, corrupted politicians/cops and low level gangsters, also our protagonists have always felt kinda strong to me, not very vulnerable so I wasn't ever scared for their lives.
I just rewatched Better Call Saul Breaking Bad, and man I felt some uneasiness in those shows because of characters like Gus and especially Lalo, you just feel like danger is about to strike at any time and that the characters are constantly being watched/tracked.
Just imagine the dread of having a character like Lalo or that guy from No Country for Old Men who wants you dead but is a cold calculated psycopath, it's just something I could never feel in a GTA game.
I'd like to see Jason and Lucia being fairly "new" to the criminal world and going up the ladder while still being vulnerable, not only to cops but big players in the criminal world.