I never noticed that you couldn't direct a Vampire Sim left behind to build skills. I've believe I've had this issue with Sims that weren't Vamps. I don't know if it has something to do with what level they already are, but if I remember correctly, the skills available to choose from were quite limited anyway.
I hate how this is set up in this iteration. I realize that it's difficult for this game engine to control members of the household in two different places, but I wish there was a way to queue up the members you've left behind and have them continue those actions while you are controlling the others. That way, you could go back and forth without ignoring some of them.