Right, but once the situation is understood and accepted, you adapt to it. You wouldn't freak out every waking moment of your existence. If you had the training and the equipment, you could fight back as necessary.
Of course, this also assumes that the stupidity of a zombie invasion were even remotely possible. To make that
happen, it would have to have a tremendously long incubation period in which it's all but undetectable or where everyone is infected almost immediately somehow (which is basically what The Walking Dead
is I guess), otherwise it would be as easily contained as any other viral outbreak. Which, you know, is why we're not all dead from ebola or any other nasty virus you can think of.
And, again, it's not like you'd be facing a cunning and well-organized opponent with an impressive infrastructure and travel capabilities. You're dealing with brain-dead zombies that shuffle along at ridiculously slow speed (unless dealing with the "new" ones that run at high speed for whatever silly reason) who are easily distracted by loud noises.
Zombie invasions require a lot of Stupid(tm) in order to make them even remotely believable. But if you're going to go about saying that the military is just going to freak out if one did happen and would instantly and forever be ineffective because every single soldier would be flailing their arms and screaming like a little girl 24/7, that's... well, that's covered by the Stupid(tm) brand.