Our sympathetic nervous system responds to the threat and throws us into the "fight or flight" response. This results in physiological responses like increased heart rate and muscle contracting. Horror movies are designed to throw us into fight or flight mode and elicit emotions like fear and stress.
The zombies of 28 Days Later and its sequel 28 Weeks Later can run at incredible speeds and are highly attuned to their surroundings, making them a far scarier enemy than any typical movie zombie.