I would personally find that to be very unsatisfactory. Having to re-wind things that have happened is a personal pet peeve. I'll do it when I've screwed up AND if that screw up has worked against the players, but not for any other reason. I'd much prefer that the DM not play our PCs in the first place and give us the option as we approach the enemy.
Nobody is 'playing your PC', you ASKED to go to the fire giant cave, so you were placed there!!!! But see below...
It's different. If I have to tell the DM all the different actions I take in response to all of the possibilities that I can think of, I'm wasting a whole lot of time and thought on stuff that will never be relevant. In a normal DM facing game, you might take precautions against possibilities, but not in the same way. We aren't going to spend a lot of time thinking of strategies to use if the baron is a vampire, if the baroness is a vampire, if the kid down the block is a vampire, etc., or maybe one of them is a lich and all those strategies, or maybe one of them is a...
We might grab some stakes and holy water, though. The strategies will happen as wander the baron's castle and see signs of vampires, like no mirrors or food that has no garlic in it. You only have to spend all that time on contingencies if the DM is the type who will take control of your PCs and just walk you into things if you don't tell him everything in advance.
Again, this is based on some weird and never-seen-in-the-real-world concept of Story Now. At least in the case of a D&D-like milieu where this kind of possibility is one that rational people can entertain, a GM who thrust the PCs into a situation where preparation and care would be clearly indicated and signs of trouble are at least a convention of the genre, if not outright a matter of logic, are indicated without any chance to do said prep, seems like a bad GM to me!
OTOH, I can imagine where both a DM-centered game and a Story Now game would do this. Suppose the whole shtick of this vampire family is to fit in with the rest of the world and not be noticed? Maybe that's how they operate, and the whole point is "what do you do when you get dropped into castle Dracula without any prep!?" Its at least a feasible and plausible concept, so I can't categorically condemn it.
PERSONALLY I would think that sniffing out the telltale signs and showing yourselves to be alert, capable, and crafty, would be a big part of any such vampire scenario, so I'd almost undoubtedly frame scenes in which the PCs came to the local tavern of the nearest town, etc. Dark looks, strange remarks, weird happenings, telltale signs of all sorts, and possibly outright explicit warnings given in hushed tones might all happen. These are all perfectly good Story Now elements which could be framed into various prefatory scenes.
Story Now doesn't mandate that characters are simply hurled unprepared without choice into some terrible danger and ultimate crisis willy-nilly. Any such notion is incorrect.
In fact, in Story Now play, if we can examine it for a minute, we will instantly see why this wouldn't happen. For a castle full of vampires to figure in the game, there must be a character need which requires (or at least can be met by) such a thing.
Remember, Story Now is, ideally No Myth, so said castle won't exist simply 'because its on the map'. I guess it could appear as an ancillary detail in some unrelated story line as color simply because the area has been established to be 'dark and evil tree clad mountain ranges decorated with crumbling castles' or somesuch. In that case we're dealing with a minor side issue, a speed bump type of obstacle probably. Here it would seem pretty appropriate for the vampire setup to just appear in a scene frame, be dealt with in the course of whatever, and done.
Otherwise we're dealing with a character need, and probably a player "I want nasty undead" kind of agenda. The character need could be something like "I want to find the monster who took my sister and lay her to rest!" lets say. That would be a very nice BW belief that would probably lead to Castle Dracula!
So, now we know where we are ultimately headed, why would the GM ever simply frame you there without prep? The whole thrust of the story arc is going to be about finding out where this place is, if it even exists, how to get to it, and what sort of dangers lurk there, preparing to overcome them, etc. Visits to the actual castle could happen more than once, perhaps, depending on the details of the story, but presumably there's one big final showdown where everything comes to a head and stakes are to be distributed to undead hearts. Nobody is coming to this suaree unprepared or being scene framed there unexpectedly!