Simple, they are the only enemies "good guys" can smoke with wreck less abandon and without any trace of moral ambiguity.
They don't have kids, or pets, or families. They are amoral, parasitic, implacable, and neither ask nor offer, quarter.
In short, indulging ones bloodlust by destroying them is a meritorious act, by definition...very much like the appeal of Islam.
I said the same thing about Nazis after watching Inglorious Bastards. You're still allowed to torture and mutilate Nazis. In a comedy no less!
Nazi zombies are really out of luck if they're looking for any sympathy.