Caveat: Don't read too much into the justice system; it's a game mechanic first and foremost. For example, I think we can all agree that instant international, cross-faction, long distance and even interdimensional exchange of criminal files and enforcement assistance is not actually a thing across Nirn and Oblivion, especially given some parts of the world barely qualify as having a government.

That being said ...

Lore-wise, vampires absolutely do get murdered in many places - walk around Vivec City (in Lore, not ingame) as a known vampire and there will be a legion of Ordinators, Armigers and other Big Damn Hero Types piling onto Bitey McFangs like a band of Gauls spotting a lonesome Roman.

If it's a known vampire. I always assume that they're not actually as easy to spot as our ingame appearances would suggest, otherwise there wouldn't be any left.

As for Daedra versus undead? Daedra are known and established magical servants in many places of Tamriel. How much will fly will certainly vary, but bands of bound Dremora may be guarding a Tribunal temple, and a variety of scamps, imps or similar creatures are said to flit across High Rock as messengers for Breton messages, to name just two example. Conversely, plenty cultures see Undead as despiccable abominations; almost no one likes their loved ones rising again.

There are exceptions to this too, mind you - in Cyrodiil for example Necromancy is restricted but possible on some criminals or with prior consent. The Khajiit hardly care, the Reachmen don't really have laws to begin with and some Clans openly practice necromancy, and the Dunmer... are complicated. If it's on a Dunmer and not properly clad in the trappings of ancestor worship, it's blasphemy of the highest order, but on non-Dunmer it might just fly, depending. But then you get the politics of keeping up appearances with their less Necromancy-inclined allies ontop ... Oh, and Telvanni? Haha.

TLDR? It's too complex for our simplified justice system, so they went with global effect for our benefit, and simplified it to 'Daedra tend to be okay', 'Undead tend not to be okay' and 'Vampires feeding on people is not okay'.