“Why do zombies, of all things, capture our imagination so?”
Quite simply because the zombie is the perfect metaphor for modern Man; it does nothing, makes mo contribution to society, doesn’y think, follows the herd, and takes a bite out of whatever you’ve got, leaving you ill and diminished.
But, hey, it’s all for the Marxist collective.
In short, it’s Twenty-first century society writ large.
Walking Dead is a great show. However, I do not watch it because of the zombies. The main draw of the show is the survival aspect of the survivors. The zombies are just a vehicle.