Trivia: The bees in the dome scene are real (there were about 30,000 of them). David Duchovny and Gillian Anderson were actually in the dome with them, and neither of them wore protective gear, but weren't stung nonetheless.
Trivia: Early on in the film, just after Fox notices that the toilet in the bar is out of order and he goes outside - as he is relieving himself, he is facing a poster for Independence Day - another movie about alien invasion. Chris Carter, the producer of the X-Files, hated Independence Day and so had Mulder relieve himself nearby deliberately.
Chosen answer: If they had put an "Out of Order" sign, or left it unilluminated, someone in charge might try to have it fixed or replaced, or could have checked to see if it's plugged in, etc. By leaving it illuminated, it doesn't look out of place and simply not taking money wouldn't arouse too much suspicion. In my own life, when I've come across a seemingly working vending machine that won't take my money or dispense drinks (but gives my money back), I just find another one instead of calling someone or reporting it. But yes, it is very convenient to the plot that Mulder just happens to try and use this particular machine.