It feels like the Necromage was intend to gain benefit against undead, Vampire necromage buff seem to be unintended glitch. Not that I against it but in term of proper role play that don't want to break the game further, not sure is this something to avoid.

Also btw do Necromage perk need to pick before being vampire to gain the benefit? try to find how it work but there seem to be no centralized topic for this

Of course not, necromage is the perfect way to balance vampirism and particularly I don't think its really an unintended glitch. And yes, for what Ive read, you need to take necromage first, then become a vampire and take the affected perks or at least take the perks after necromage. For a lot of good info, see this thread: http://www.gamesas.com/topic/1385179-perks-affected-by-necromage-as-a-vampire/