Because let's face it, if it's terminators or vampires or werewolves or aliens, you're pretty much screwed. But with zombies being more of a force of nature rather than an opponent, there is a good chance of survival so long as you're smart and aware and genre-savvy and don't get sloppy. (On a long enough timeline, everyone gets sloppy, through fatigue if nothing else.) Modern technology and materials also go a long way towards increasing the odds in humanity's favor.
However, all that goes out the window in the upcoming film, Exit Humanity:
Zombies during the Civil War? Oh hell yes. This is where things get really interesting, because the screw factor jumps by like an order of magnitude. Sure, you're out on the frontier, so there's less population density and you aren't likely to be outright mobbed by the walking dead. But... oh, and here's the but...
- No automatic firearms -- everything is single action, and at most you have six shots.
- Reloading can be a real bitch, because depending on date and location, you might be using muzzle-loaders. Good luck with THAT in a pinch.
- Flimsy construction materials -- mostly wood and wattle & daub, and everything is a fire hazard.
- No electricity, so lots of open flame (see above).
- No cars, just horses -- which are liable to get spooked and run off, and will be eaten if captured.
- Medical technology is really primitive. No one's figured out germ theory or knows about the importance of antiseptics, and amputation is common once injured wounds become gangrenous.