but in oblivion,morrowind,daggerfall, heck every elderscrolls game they dont turn to dust when you kill them so why would they do so in skyrim. Having dust in your invetory doesn't count as turning into dust.
But it counts as lore. Game mechanics did not allow them to turn into dust. By collecting vampire dust from vampires in both Morrowind and oblivion, we know they turn into dust.
http://www.uesp.net/wiki/Oblivion:Greywyn%27s_Journal
"We are betrayed! That cur, Silarian, has made true our plans to the Fingers, and we have been discovered! The Brotherhood struck as we slept, not even giving the Scars a chance to fight back.
Using their silver weapons, they pierced the heart of many of my brothers... The screams I could hear as they turned to dust still echo within my mind.