first of all, nobody cares (at least they shouldn't for the point of this discussion) if they're undead or infected, zombies are zombies.
also, 'slow because i can kill them more easily isn't a very good argument here, zombies are supposed to be scary, they're not if you can kill them by blowing them a kiss...
slow zombies are less scary cause you can just walk away. or run up to them, break their legs with a shovel and get out before they have a chance to bite your head off.
seriously though, if zombies are fast, you panic. and of course 'waaah that's really scary and it's coming this way.' is less scary than 'waaah that's really scary and it's coming this way really fast and i can't outrun it.' and running WOULD be the first thing you did when you saw a zombie...