That is not possible. This sometimes happens to people too who you cant kill like there was unconscious in Oblivion. But that now happens to traders and shopkeepers too, to bad you can't do EVERYTHING you want
Shopkeepers stored item in a shopkeeper chest in Oblivion /Fallout 3 so killing them would not give access to everything.
However if someone begged for their life you should be able to rob them, this is that robbers do in real world.
Yes if you don't kill them you leave a witness who might report you.