For women it's a two-fer. There's the excitement about the bad boy plus the fascination with the aristocratic lover.
Don't know what guys get out of it. I guess the girls just drag them along. Sooner or later the women complain that the men aren't as romantic and attentive as their favorite vampire so the couples break up.
My old GF got so into the vampire thing that she would let me visit her only periodically.