Recall from the analysis of Thief that Frank's montage depicts people, places, and events from his past, present, and (desired) future life, all together pictorially as if they all exist 'here and now'. Frank desires to retire and settle down with a family, but he also desires to escape ordinary space-time (speaking metaphorically, of course); this can be accomplished, so he believes, by moving his newly-acquired family to Calfornia, which the movie suggests is, in some sense, outside the bounds of ordinary space and time.
From Heat: Vincent's view while driving. The song playing in this scene is called Always Forever Now, a title which is reminiscent of what was said about Frank's montage above.
Vincent (far right) is located in California and is somewhat settled, with his own family of sorts, so in a sense he represents the achievement of Frank's goal. However, he is no happier than Frank was back in Chicago.
This is the tension Mann is depicting, an internal tension that each of us lives with at some level or another: We want to be free of restraints, and yet at the same time we want stability in our lives; and within the context of these two desires, in no scenario are we ever wholly satisfied.
