That right there

Why should you risk your neck when someone else can do it at much less a risk? Then the fact that if certain others know your immune, lets cut the person open and make a cure!

What if your group decides that you are now to be handled with care, or worse they think you are part of a conspiracy?!

Oh and just because they are mindless monsters doesn't make them not able to end you, a person immune would still be as any one else trying to not be eaten alive by a horde! This worlds zombies dont drag ass, they have more in common with the resident evil bunch, rather than the dead rising crowd. At least how It felt while I played it anyway, particularly when you shoot the dude like 10 times in the face and he still crushed the car to get at you XD