probably because in some lines of vampire fiction - they bleed tears, and are more empty vessels with no fluid. It depends on how you view the vampire, and the amount of phsyiology versus magic/occult you include.

As for temperature control, the same thing applies - why would a vampire need to control its temperature if it isn't really alive. The problem here is applying living physiology to something that is more classically seen as undead.

Now with the above and sweating, I could also see a breakdown of the bloods component parts, and their being something more aking to water if they did sweat.