He shot the one at the bar in the head outright, and then shot fat guy in the chest but them deliberatly walked up to him and shot him in the head, that would indicate that he knows the fat guy could have come back a zombie
At the same time, he's tried to have hope for things like the winter putting a stop to the existing zombies. It doesn't really matter if winter kills the zombies if come spring new ones will just be created, especially in your own group. Who knows, at some point Hershel could die in his sleep, and with everybody in the house now he could pretty much take the whole place down. Or if Beth actually did go through with slitting her wrists completely, she could have taken out everyone in the house at the time.
If the CDC guy really told Rick this, he's a dick for not telling the others. Sure, he might be trying to protect them from hopelessness, but they're going to find out eventually, possibly with worse consequences.