I've said it before and I'll say it again, female vampires can be just as sexy as male vampires. However, there is a reason the vampire in Twilight is male rather than female - and it's all wrapped up in almost everything I've mentioned so far.
All of the points above, are very much playing into the traits that women find attractive in men - vulnerability, being inherently bad, confident, seductive, charming, intelligent. However, above all of these, is the simple fact that vampires give women an 'excuse' for desire.
Because, for centuries, women have been discouraged from having any kind of lust, and certainly forbidden from acting on it, there remains an appeal in an encounter for which she cannot be held responsible.
Although, of course, it doesn't have to be a man doing the 'taking'. For example, this is an extract from Joseph Sheridan Le Fanu's Carmilla (first published in 1872), in which the female narrator, Laura, is recounting a dream she's had about Carmilla.
"Sometimes it was as if warm lips kissed me, and longer and longer and more lovingly as they reached my throat, but there the caress fixed itself. My heart beat faster, my breathing rose and fell rapidly and full drawn; a sobbing, that rose into a sense of strangulation, supervened, and turned into a dreadful convulsion, in which my senses left me and I became unconscious."
This is incredibly sensual stuff, not to mention the lesbian overtones. If this description had been given in any other scenario, Fanu would have found himself in trouble with the censors.
However, because our narrator is under the 'spell' of a vampire, she is in no way responsible for the sensations she experiences or, more importantly, the desire she feels. And this sense that any experiences of lust and desire are beyond our control, coupled with the other things mentioned above, is why we find vampires sexy.