Its called character development.
And it was obvious that Shane was too shocked to do it. Its different killing zombies who you didn't know, you don't have the emotional connection. That is part of the reason Hershel and company didn't kill off their zombified relatives and neighbors. Once Shane saw that Sophie was a zombie, since he knew her he was unable to carry out the deed of killing her like the other walkers. It was at this point that Rick realized that it was his duty to kill Sophie and take responsibility for his mistake. No matter how much it was his fault or not that Sophie got turned.
EDIT: It also had the effect of showing how much they were like Hershel. They were unable, after killing the walkers in the barn, of killing little Sophie just like Hershel was incapable of killing his own people. It made them hypocrites until Rick did what he did.
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