That's why it only works if Sun Damage is turned on (although if they set it to 0, and turn it on for some reason, yes we do have an odd issue...-- but they can use the Escape option

Mav,
Hopefully it won't require a Clean Save-- I always suggest using a Clean Save with updates just in case, but when I'm Modding them, I load it without Clean Saves and generally don't hit too many issues (of course, I generally don't run many Mods overall (I think maybe 30 is the most) which obviously impacts).
Edit: So, Created Vampires are now set up to Level. What I decided is that it would be too much of a hassel to have to Mirco-manage your Vampires, and take away from the idea of Oblivion/the Mod. So, Created Vampires do not need to Feed-- you can feed them Blood Vials if you want (which give them more Lore), but it isn't necessary.
They DO level, based on Lore: what happens, however, is that they receive 10% of the Lore the Player does, as long as they are in the same Cell when you Feed. This means that whilst you don't have to look after them directly, you DO have to spend time with them in order for them to Level up. When they Evolve, they receive a Level Boost (according to the same Levels used by NPC Vampires with TVE), and gain a 10% bonus to their Attributes (multiplied by their Evolution-- so a Stage Ten Created Vampire gets 100% bonus to all Attributes)