Personally, it would partly depend on what the player describes his character doing.
If he jumps off the balcony in order to escape, a la Omar in The Wire, well, he's going to take harm. Not because of the move, mind you -- if he hits a 10+, he escapes. But he's still just fallen 3 stories or whatever, so he takes harm regardless of any rolls.
I'd make sure the player is cool with whatever he's doing. If he thinks he's going to get off scott-free just because he rolls a 10+, then he's gonna be pissed when I say he takes harm even though he escapes, right? He also might decide to do something like leap from one balcony to another instead, in which case "harm as established" is something completely different.
But falling 3 stories onto your head is 3-harm, so if he gets a 10+, he's probably prepared for the landing, and takes 2-harm, or maybe 1-harm, depending on what the ground is made of. He lands on concrete? Yeah, 2-harm. He lands in a full dumpster? Okay, 1-harm, lucky bastard.
Personally, I think that a good die roll allows you to narrate specific stuff, but the stuff you narrate still has consequences, whether or not there's a die roll involved.
As a side note, if someone had Fuck This Shit or Eye on the Door, and they said their escape route was "out the window and, poof, gone," and we had already established it was a third-story window, then no harm. The fiction is: "out the window and poof, gone." As long as it's conceivable that this master of escape could get out without breaking a leg on the ground, all good. It's a special move, after all. On a 7-9, though...
So I can see Omar's situation being either a 10+ on acting under fire, or a 7-9 on Fuck This Shit/Eye on the Door (takes harm with him).