I actually heard somewhere that some people working on this show said the world in the show is kind of like an alternate to ours. These zombie films we're so familiar with don't exist in their world, so that's how nobody knows a bit about what's going on. (And also a reason why the term zombies aren't used constantly.)
They might've said something about how stuff like this is in other films, I don't remember. Still, I think it makes it a little more dramatic, a little more frightening, though, you know? Sure, where we are, it would be terrifying... at least to most. But we know what they are and would, in cases like this, know what they do/how to handle them. These people in The Walking Dead, Shaun Of The Dead, or wtfever else, they have no clue, so they have to figure it out themselves.
I do love the concept of that paranoid guy who just knows what's going on, though...