"You there, What do you know about this?" - What did I do now?

Based on my own experiences, this happens if you are nearby a corpse (regardless of how long it's been there, apparently). In this case, it was the vampire a block away. It doesn't matter who or what killed them, you're pretty much just guilty by being there.

Here is a thread where people discuss similar experiences, sometimes even when the guard themselves killed the person to begin with.

This is generic guard dialog triggered by them "discovering" a body. The full dialog tree can be found here. The tree can help you make the right choices and avoid going to jail; it helps not having your weapons up.

It is, notably, a little buggy with respect to the precise meaning of "discovered," as they can apparently comment on bodies they just killed, they just technically watched or help you kill, or bodies of clear enemies like vampires who were just massacring the town. It's yet another of Skyrim's fun, emergent quirks.

It's fairly rare, I think I've only encountered the event personally once in all my hours of playing. Since it's random, reloading the save or otherwise reloading the cell is another way to effectively try avoiding the entire scenario.