Alarm is activated after suitcase is stolen
The issue:
Guard: As a guard, you can be sitting defending a suitcase just for the other one to be stolen without you knowing. You are then presented with a very lacklustre "suitcase extracted" message and that's the end of the round. Quite boring, right?
Spy: As a spy, after you manage to pick up the suitcase, it is usually a simple task of backtracking your steps to an exfil point. Not much stress at all.
My suggestion:
After a cooldown of 5 seconds or so, an alarm should be activated.
Guard: It will let you know that you need to change your strategy to prevent the spy from extracting. Now you have to figure out the path back the spy would use to get to exfil. Suddenly you are the hunter.
Spy: As a spy, the extraction becomes much more tense knowing that all the guards are now after you.