Well, the way I see it, Alucard only loses souls against beings who can harm his very soul (Nail Anderson). I mean, the most evidence people use to support that Alucard loses a soul is when a crazed, stunned Anderson claim that the 3 million souls is the reason Alucard can't die. In no other part of Hellsing have I seen anything that suggests Alucard loses a soul. I mean, other vampires drink people's blood, and thereby taking their souls, yeah? So how come they can't survive being shot to shit like Alucard. I chalk it all up to the regeneration Alucard got from (I think) Hellsing's experiments on him.
Of course, there may be something I overlooked and I may be wrong, but whatever.