I remember they said this would be a feature in Skyrim, now I have this situation and it doesn't happen.

I killed the shop keeper at 'The Drunken Huntsman' in Whiterun because I HAD TO kill Nazeem and this poor guy attacked me. It's passed a lot of gametime and no trader replaced him. Is it a bug, or the feature didn't make it in the game after all? The beds inside are still 'owned' so I can't make it my place either.

The owner of that shop only has one relative, and he owns a stall in the marketplace.
It is in the game - killing Lucan Valerius results in Camilla taking over, for example.

That particular line happens to be referring specifically to Lucan being replaced by his sister if he dies.

There are other shopowners who are replaced by friends, relatives, apprentices, and sometimes even random strangers off the street. Some people, however, appear to expect endless lines of relatives to make up for their murders.

Now, granted, a lot of the backups are bugged in some way. But there are a number that work, too.

Cool! Then this place will remain deserted I guess. Maybe if I kill Jenassa to empty the place it becomes available to sleep and I can pretend to be the owner.