Kain, as well as every other vampire in Nosgoth has a soul. That's how Raziel stays alive in the first SR game. 99% of the enemies he faces in that game are vampires, and he devours the soul of every single one he kills. That's also how he gains his new abilities in SR. He gains the Phasing ability by devouring his brother Melchiah's soul, he gains the Climb ability by devouring his brother Zephon's soul, and so on, and so on.