If you side with the vampires? I understand if you can't I mean the Dawnguard have to get something, but i'm kinda regretting my decision now...

Haven't played the Vampire side, but I can't imagine that it would be. It's a side quest for the Dawnguard, so unless that side quest is somehow accessible by a vampire, you're out of luck.

Are you asking for collecting's sake or what? Is it really that much stronger than the steel version?

You can't get any but the steel crossbows if your on the vampire side and only steel and dwemer bolts. If you side with Dawnguard you get Dwemer Xbows and Enhanced steel and dwemer which bypass 50% Armor and you get the expoding bolts which add 10 Fire, Ice or Shock damage.

Yes. Both smithed to Legendary, I think my Enganced Dwemer Xbow offers some 20-25 points over my Enhanced Steel Xbow (not looking at the game presently, but it was some difference around that much).

+ the dwemer crossbow look a lot beter than the steel one

Damn, I wish I joined them now :/

In order to get it you would have to turn down Harkons deal in the first mission and go back to the DG to recruit the girl who gives you the quest.

Do both questlines. They explain how things pan out both sides, too.