Sounds great to me. You don't have to pay taxes. You can't be arrested, because you can't arrest a dead person. You can do anything you want to do. It's just like being dead, but alive to experience it.
They can arrest you without identification. When they book you they will have to manually type in the information unless the finger print pulls it automatically. The issues may ensue that there is no process to release a dead inmate. They'd likely end up stuck in a shitty loophole like the movie The Terminal. Permanently stuck in a jail not able to be booked into a prison or some junk.