Shouldn't it be like in Underworld where when a vampire bites a werewolf they die or a werewolf bites a vampire they die? Cause I think that if you have one and you are immune to the other but it should harm you in some way. Every monster has a weakness.
That's not what happened in Underworld. Death would only happen if Michael had contracted both viruses before changing into a vamp or lycan. The body can handle one virus but not both at the same time.
And in TES Vampires and Lycans are immune to disease so why would they die from biting one another? Plus there are books that say vamps have even fed on the lycans.
"Is this the moment for me to admit that there was a time I loved being a bloodsvcking creature of the night? It is not impossible to live only at night, merely occasionally inconvenient. And I wouldn't have to kill humans every night, merely warm-blooded creatures. Orcs have a delicious, rich brothy blood; rats are a little sweet for the only meal of the night;
werewolves are a real treat, almost decadent the tincture between human and beast. A real gourmet's delight."
Vampires of the Iliac Bay, Chapter IIhttp://www.uesp.net/wiki/Lore:Vampires_of_the_Iliac_Bay,_Chapter_II