Any sane vampire hunter in full control of his/her faculties would probably either:
1) Kill once they discovered she was a vampire
2) Figure out why the Volkihar want her and then possibly kill her or capture and take her back to Fort Dawnguard.
But I certainly wouldn't escort her back to her fathers Gothic Castle-on-the-Sea. That's insane. It always bugged me that you have to do that to advance the story line.
But think about my first sentence in this post: "... in full control of his/her faculties ...". Vampires are masters of deceit, guile and Illusion magic.
What if Serana charmed you or placed you under a geas (AD&D represent!) to lead her back to her ancestral home? What if Bethesda, not wanting to be heavy handed about it, had Serana suggest it to the player and continue to suggest it to the player to make it seem that they are acting on their own.
I realize that this is pretty far fetched, it's just a thought I had.