[Disclaimer] Just putting this up front, this is how I understand things at this moment. It is subject to change

As I understand it, the Skyrim Vamps aren't Vokihar. They live in castle Volkihar, but as I remember it they never refer to each other using that term. It's always "Harkon's Blood" or "Harkon's Line" or "The Family" (assumed to mean Harkon's Family). How they got the castle is anyone's guess. Harkon's line is fairly pure, which in my mind separates these out from the other rabble vampires you'd find in caves and what not throughout Skyrim, though they could still be fairly closely related since their vampirism seems to function alike.
I understand that their feeding is pretty much the same as those others, judging on how Vampirism worked pre-Dawnguard...which is pretty much the same as it currently works, just with out the Vampire Lord form and some other nifty spells / equipment. It made sense that Cyrodiilic Vamps would feed backward so they could blend in. I'll go along with Flaw's idea of mixed bloodlines to explain why Skyrim's do the same...but the big difference between the two that I can see is that when you don't feed and let yourself climb the bloody ladder, Cyrodiilic Vamps actually take Sun Damage. Skyrim Vamps do not.
What the Skyrim Vamps gain is weakness to fire which increases per blooded level. I guess Cyrodiilic Vamps do too, but again they also take sun damage where Skyrim Vamps don't. Why, I couldn't tell ya, but you're blood also boils in the sun light which reduces your 3-stat regen (Health, Stamina, Magicka).
In my experience the gamble you take is that if you run across multiple mobs outside in the sun, it'll make combat all the more difficult since "the 3" don't regen as fast. This gamble (for me) seemed to be greater at lower levels. My regen at level 30 appeared to be none existent. Now that I've broken the level 50 mark it seems my regen in the sun is faster than it had been. Not much has changed in gear and I can't see any perks I took to boost it. Any-who, it can all be overcome by potions and enchants, but still it
can be an issue. Also if you get caught outside fighting a fire breathing dragon (as opposed to frost and whatever else) your increased weakness to fire can make the encounter deadly. Ask me how I know

.
Like I said before, all of this can be overcome by pots and enchants, but if you travel at night you'll not have to worry about the regen thing. Dungeon delving can also be hazardous if you encounter fire mages and fire based traps. Again, ask me how I know

. I don't use fire resist pots or enchants. Makes for a more exciting encounter! lol
So the way I see it, it's a trade off. You get stronger and access to more powers, but you also incur some risk by doing so.
[edit] I forgot to mention, your race will also effect all of this. I'm Nord so the buff I get to frost + the Vamp buff to frost make frost-dragons a fun toy. I'd assume that if you were Dark Elf the fire damage would naturally be less deadly....so on and so forth.