Coolio, thanks. I'm also wondering about vampires and the afterlife. In the typical modern stories, they're "cursed" in a way to never be at peace. It probably varies according to race and beliefs, but what happens when you die as a vampire? Do you suffer some kind of consequences?
If there is any consequence in TES, it would be plausible if their souls get caught by Molag Bal and go to his realm. But that is just speculation. And the disease may not effect their souls.
But I don't know that there is actually anything that covers it in the lore. That is just what would make sense to me.
EDIT: Molag Bal is the Deadric Prince who created vampires in order to violate the natural order. To do this, he violated a woman and she bore his spawn.