When you jump from the top of the Konpeki Plaza during the heist mission you can land safely into the water, given enough speed and the right angle and escape.

The only issue, the main story won't progress, because you never reach for the latter and kick off all the events.

You can still do all the side missions in Watson, but after that, it's game over.

No cheats required.

Just jump on the railing and run really fast.