Vampires don't keep warmth that well... so when that searing hot fire pops out of no where, I believe it has the same effect the arrows have on the Guards knees... they can't help but coming closer and closer and closer until BAM, they become one with the flames (or arrows). It feels so nice and warm that it overrides any other senses at that moment, including the one that would tell them, "hum, yeah, by the way, you are getting burned to the bones and are about to be thinner then a shaven draught that just met the Dovakin...".
So really, tanking, as a vampire, simply means more chances to warm up those cold bones. Can you blame them? Hmm.. I wonder if a hybrid vampire/werewolf would give them any fur to keep warm??