As to the phrase "too close to the wind" -- for those who aren't sailors

You can easily understand a sailboat in a wind, say from the north. If the sailors want to go south, they point the boat south and the wind blows them along.

Now lets say they want to go SW. Just point the boat that way and go.

What about straight west? Here you have to turn the sails. Here's the boat: <==\==) with the sail slanted. The wind from north (blowing downward in this diagram) pushes slantwise on the sail. So the force on the sail is SW, ie. part S and part W. The boat is streamlined and moves thru the water to the W. It doesn't move S much because that's the wide aspect of the hull in the water.

To sail NW in a wind from the N, you point the boat NW and slant the sail a little more. Same forces apply. In fact, with a good boat you can go faster than 10 knots in a 10-knot wind. A really good boat can go 2 or 3 times the speed of the wind this way. You get wind in your face of 20 or 30 knots. It's exhilarating

As you turn the boat closer and closer to N, you reach a point where it doesn't work any further. The boat goes slower and stops, starts going backward. You are sailing "too close to the wind".

Sailors would use such phrases to express ideas like 'pushing their luck' or 'running too many risks'. Why robbers on land would use the phrase I know not.