Nothing of the sort. As already said by Liesmith, you shoot them down in the thousands. In the vast majority of personal combat games, a huge amount of enemies come at you, in an endless procession. Zombies are an easy plot point to explain why so many, and there's no moral question about killing lots of them - no-one is seriously going to write an article complaining about zombie feelings in light of such a game. They're implacable foes that just keep coming, and people don't care as much if the AI is very simple. Why would a human foe just come at me without considering cover? Oh, hang on, it's a zombie, no need to ask the question.
They aren't, though. Zombies are vastly inferior in all ways (including destructive potential) to their videogame-playing foes. You shoot them down in their thousands.
If you compare one zombie to one bully. But if you think that one bully = all the zombies in the game, then it is not so easy to overcome all the zombies.