Taking a free morning newspaper in the evening that you are not entitled to is close to being a victimless crime. The content of the paper (this morning's news) is out of date so of very little value, and the artefact itself is no more than paper and ink: indeed, the two having been combined probably means that the newspaper is of less value than clean newsprint and a bottle of ink taken separately. And if you don't grab the paper, the traincrew will have to spend time and effort on picking up the stack of free papers and throwing them away.
So in practice, no one will care if in the evening someone takes a copy of the Times that they aren't entitled to. But it is still theft. If you took it, that must mean that it has some value to you. Why were you not prepared to give some of that value to the owner to compensate them for the loss of their asset?
And since it is theft, there is a moral risk to society. If it is ok to relieve a railway company of a newspaper that is (if anything) a liability to them, then surely it is little different to not pay a train fare? The train will run whether or not you buy a fare and (subject to overcrowding) the space you occupy would otherwise just be vacant. If it's okay to bilk a train fare, then surely Tesco won't miss you doing your weekly shop for free? And so on. By far the easiest line that draw is the one that says 'Thou shalt not steal' rather than the one that goes on to say 'except in the following circumstances, which should be considered illustrative rather than exhaustive.'