What I am getting from your comments is this:
You just do not get the Story concept. This is not a Metro, it is a Desert City. There are no Roaming Police, which fits into the story of the Police working for The House.
Police in Small Desert towns would not have access to helicopters as readily as they do in Metros.
It also feeds into the heavy presence of Off-Road racing and the various Crews and lots of open dirt areas.
So, there is no "Heat Level", because, the story is your crew is starting out as the Most Wanted by Police.
As for challenge, do the Runner Missions, try to beat the AutoLog score, as they get harder each time. Ignore the Bait Crates, they don't give up that much reward.
This is not an "Anti-Police" video game, like other versions. Which a lot of people asked for, because frankly, it was a pain in the butt having to deal with Police Pursuits every couple minutes or dealing with Police interference on other types of races. Honestly, even the games set in Metros had an unrealistic level of Police..
The fact this game employs Rhinos is actually closer to reality, but the amount of Damage your vehicle can withstand, makes it less realistic.
Try doing it with just stock vehicles, and, as mentioned... try taking alternate routes. There are no "checkpoints", you are free to take what ever route you wish, the game just shows you the shortest.
Also note, you will notice that Police pop up ahead of you, on the route you take.. so, essentially, you would never lose the Police, if they didn't fall back when you get under 1,000 yards. It would never end.