The only problem, of course, is getting in to start with. Obviously, someone will normally have to commit criminal damage (by, for example, forcing a lock) but the fact that someone then trades from that site would not provide sufficient evidence for a successful prosecution for criminal damage. ("Well, your honour, I was looking for somewhere to trade from when I came across this shop where I could see that someone had smashed the lock. I know nothing about how that happened but I decided to take advantage of the vacant premises and trade from there"). Unless there's corroborating evidence (e.g. from the town's CCTV system), any prosecution would fail because it didn't meet the test of 'beyond reasonable doubt'.
Those traders who are experienced at 'playing the system' know how to stay on the right side of the law (or, at least, the right side of the courts). For example, when they replace the lock which they 'just happened to notice had been broken by someone else', with a new lock of their own, they ensure that the damaged lock is left inside the shop. This is because failure to do so would lead them open to a charge of theft of the lock. (Once again, they could claim that the lock was missing when they found the shop. Nevertheless, it's better to keep the threat of prosecution to a minimum).
Chris