@starburst98 Because they don't have anything better. Its also why, in Highschool of the Dead, they started out using things like broken mops and wooden swords.
@MangaRogue
They just escaped from the gym, which had things like baseball bats. Anyway, reading further the reason they only knock the zombies down instead taking another swing to smash the head is because they naively think they can be cured, so killing them would be murder.