This is one of the rare stories where falling in love is dangerous for the future survival of the characters.
Not really. With Kiku and the other guy (for the life of me, I cannot remember his name for more than 5 seconds) they both died from being in the sun as full vampires after Kiku turned him just before dawn. But Kou was already turned at some point and has been living his life normally even after learning he has the same powers as vampires.
Basically, we have no proof that love is actually dangerous to any of the characters other than a rumor we heard from Kiku, which may not be applicable to Kou and Nazuna even if it is true because Nazuna is a dhampir and Kou is only a part-time vampire or possibly even a part-time dhampir.
(The only reason they keep referring to Nazuna as a vampire is because none of the people around them ever thought it was possible for a child to be born between a human and a vampire, and she demonstrates the same powers as a vampire, so they call her a vampire. However, her father has a human and she lacks at least one part of the weaknesses that other vampires in the series have, which fits right in with dhampirs.)