The owner of the tile immediately gains the income increase when their Coal Mine, Iron Works, or Brewery is flipped due to the last resource being removed, even if this occurs on an opponent's turn.

This is supported by the following rule:

• "Whenever one of your Industry tiles is flipped your income is increased. To increase your income, immediately advance your Income Marker along the Progress Track by the number of spaces (not income levels) shown."
  (page 8)

There is no mention of delaying the income increase until the owner's next turn. The rule explicitly states the increase happens immediately upon flipping.

Source: page 8

Source: Core Rulebook (pp. 10, 6, 8, 9)