When switching from tank stance, blood DK and prot warrior are both currently losing all of their vengeance.
This is unlike the behavior for brewmaster monks on beta, where switching from tank stance (stance of the sturdy ox) to dps stance (Stance of the fierce tiger) keeps their current vengeance.
The correct behavior is that swapping to a dps stance keeps your current vengeance, but cannot gain new vengeance (or have their vengeance lower).
This is an important mechanic for tank swaps so that tanks can modulate their threat without significant downsides.
This does not apply to protection paladins, as they do not have a tank stance.
Guardian druid has a specific exception where going into cat form removes their vengeance, as it does in cataclysm.
Here is a quote from wowpedia:
In addition to the specialization requirement, Druids and Warriors needed to be in their tanking forms, namely [Bear Form] and [Defensive Stance] respectively. Changing to a different form (with the exception of [Cat Form]) or stance would prevent additional Vengeance from being gained, but not cancel the existing stacks of Vengeance. However [Cat Form] was a specific exception to this and would cause the Vengeance effect to be cancelled.
This behavior is also supported by information from guides on old elitistjerks