Eh...actually it doesn't, if you have the DLC for the lair in TES IV, you find a journal were the guy, who is appearently a relative (damn the main character's family's weird) tried to start a vampire version of the Dark Brotherhood and got disowned by Sithis for it stating and I quote, "We were meant to take blood, spill blood, but never taste it." as a result, bunch of them were slaughter by the Black Hand.
Very true. Nice addition. And it is really weird that the PC has a bunch of "inheritance from dead relatives" for the purpose of having more DLC. That puts at least 2 crazy weird relatives in Oblivion. It was always funny to me that I was related to some great mage and an evil Dark Brotherhood guy on the same character.
However, on a lore note, keep in mind you can be a vampire in the current DB in Oblivion like Vicente Valtieri. I'm sure he just avoided feeding from contract targets to avoid "the wrath of Sithis" for taking some of "his" blood. You just have to be very careful about it, I guess...