Vampires learned it from the Fey.

In Dracula, which is probably as good as we get for established vampire cannon, two quite different vampire coffin based shenanigans happen that stand out to me:

1. Lucy Westenra is preyed upon by Dracula to the point of death, where she is entombed in a coffin within a crypt. As the curse takes effect, she rises at night to hunt local children but returns to the coffin each night. This is where her undeath comes to an end as the hero's defeat her here.
2. Our titular character and general vampire icon, Dracula, has a scheme to set up home in London. He does so by moving 50 boxes of dirt (I believe Transylvanian earth) to different locations around London as he needs them to sleep in. I can't remember if these are canonically coffins or just dirt boxes he sleeps in. Regardless, it's definitely not where his grave lies. He was however buried in the tomb within the chapel of his castle, where he later rose in undeath.

So I'd say in all of Bram Stoker's accounts, vampirism restores a being to undeath some time after they perish, and this place is essential to their rest, meaning they must rest there in a deathlike state, or take their burial place with them, such as the dirt of their grave (which sounds like a legal loophole God should have spotted). They aren't always returning to their grave every night, but the rules say they must, so they make do with moving what God sees as their burial place via moving their earth that entombed them.