Why? I have a skin on...A sick, pale, yellowish, zombiefied skin...What?
What you're wearing isn't a zombie skin, it's one of the always-available skin colors that were once found in the salon area of the wardrobe. Skins obtained from the Zapper won't work either, which can be confusing.
SubetaLodge has a good list of what the zombie skins are. They are skins that are only obtainable during Pandemic/Survival that happens in February.