In my recent game I heard the shop sounds on the level, kicked most of the walls but found no secret doors. After I died the map of the level revealed that the shop was generated outside the main dungeon. There is an old thread suggesting this indeed does happen occasionally:

http://www.adom.de/forums/showthread...-without-doors

The level layout discussed in the thread above was similar to what I had. Elone in the thread suggests it has something to do with the shops having an even number of tiles whereas normal rooms have an odd number.