It can be risky in terms of safety, and sometimes you will get caught by security, or the police. Just gotta be level headed really and everything works out fine. IT's finding the same points of entry others have used that takes time unless someone tips you off, which groups tend to keep to themselves. Plus part of the fun is scoping, building a plan, then entry and exfil after seeing and capturing the images you want.
It's only more recently I've been using only the 35mm 1.4 for Urbex shots. I used to ultra-wide everything to give that wide perspective to interiors, but the 35 has forced me to think out the box and compose shots in a way most others don't do for the same locations. Plus being 1.4, didn't use the tripod a single time