When you press R1 in Heat State to execute a Heat Smash it also lets you absorb a few oncoming hits during the wind-up animation, so timing and calculated movement are usually favourable. That said, you also unlock more moves and have chip damage when you activate Heat State. So dishing out punishment is encouraged even if the player is blocking your attack. It makes Tekken 8 a bit more fast-paced and aggressive.
Some major attacks from a character that are blocked or have aerial combos offer a chance for redemption to turn the fight in your favour. In these instances, the health bar depletes with a grey gauge which is a Recoverable Gauge that lets you recover the missing health bar by attacking and landing hits.
The Heat System in Tekken is designed to force players to play more aggressively and the whole point is to do so. That said, new players who prefer characters like King might suffer against Azucena and Feng if you’re not aware of the technical chops of the game’s fighting mechanics.