I am beginning to think that just perhaps it might be possible that vampires don't have to feed on people who are asleep. According to the book "Immortal Blood" from Oblivion, it's only the vampires in Cyrodiil that feed exclusively on sleeping victims because they've become more like humans than other vampires, in order to integrate better into society.
Read Immortal Blood here: http://www.uesp.net/wiki/Oblivion:Immortal_Blood
