Vampire Sakuya is alright, I don't feel bad about this. It has several ways that she change her mind about her humanity especially when she get deep romantic involve with non-human characters (Remilia or Meiling). There are possible she need to stay with her lover longer than human limit life span that cause she change her mind, it OK nothing bad about this. Moreover I don't think turning to vampire will change her "self", in my view I sure Sakuya will always be Sakuya whatever race that she belong to and always one of my favorite Touhou characters human or not.