It's control for gain which is illegal, living off immoral earnings is not currently an offence.
And nor has it ever been; 'immoral earnings' is not a legal term and the previous offence concerned living off the earnings of prostitution, at least before it all went to the wall some twelve years ago. Nevertheless, it's always nice to see this old chestnut gone over one more time.
As for McCoy, a quick search will bring up plenty of stuff on here - if he was there posing as an everyday Sheffield punter who happened to be passing then the producers must think we're all bloody stupid. Then again, of course they do.