No it isn't necessary for the romance to finish successfully for her to be vampirised, it's just a little extra thing.
However, unless you actually told Jaheria to leave the group before you went to the graveyard (which would have ended the romance anyway
), if Bodhi was going to take her she would have - she takes her as soon as you enter the graveyard and she confronts you. So either you were not far enough along in the romance for Bodhi taking her to be triggered, or somehow your romance has been terminated. It could easily be the latter in Jaheira's case, as that romance is terribly buggy and can stop at any point due to bugs.