The police have always checked visas. They've had the legal powers since long before UKBA were pro-active. In fact the police raided Organic Remedies in Shepherds Bush and arrested three masseuses, who were deported. Just last autumn and it's on here.
In a small town like Haslemere, the police will call in on local businesses, for all sorts of reasons. It's just good Community Policing.
Visa checking in Indian, Chinese, Thai restaurants and shops is common. In this shop, the owner is a well-known character in the Surrey/Hants massage scene and has owned a number of shops, over the years. She had to close the previous shop that she had, in Haslemere, because of complaints from the upstairs neighbours. The police know what goes on in the shops, anyway but the Surrey/Hants/Berks shops very rarely get hassle. Many of them are in small town locations too.
At the moment there are concerns about the close relationship between the police and UKBA, especially in taking trafficking cases forward. It's been agreed by APCO that they'll rein in their immigration - based work but it remains to be seen how it goes, as APCO's agreement was only taken in December.