The premise itself. Picture your heroes transformed into flesh eating monsters, who still remember their past lives. Coming for you, your families, eating every living being alive on earth. They all have superpowers, they've defeated the militaries of the world. It can't be a pretty image.
"We all ate some of Jarvis. He almost didn't fight back."
When Magneto and Galactus get eaten, both have a separate page entirely dedicated to show each bite by each zombie in each panel, in a painfully accurate and graphic way. Let's just say it is painful to watch.
Oh, and if that's not enough, in Marvel Zombies 2 they do the same thing to friggin' Ego The Living Planet.
What Sandman did to Earth-Z's real Spider-Man. Horrifying.
Not to speak of the events that led Sandman to do that. And what happens soon after. Even more chilling is that Spider-Man's last word was "Gwen"... worsened because he, sadly, is unaware his girlfriend WAS JUST EATEN!
And the Spider-Man rips his skin off and throws it in a trashcan after killing the zombie Sinister Six.
There's the part where Bruce Banner began screaming that his stomach would explode after eating too many people.
The zombified Power Pack. Imagine being hunted down and eaten alive by zombie children. Of course, Nextwave's Black Comedy moment takes the seriousness of the situation away, but still...
The concept of the zombie virus itself. You become a flesh-eating monster but still mantain your personality (although distorted by the Hunger); you are driven to do horrible things but, anytime you eat, you regain enough sanity to realize the horror and the guilt of what you are doing. You can resist the Hunger but it can also take little to fall back into it. It's more like a cruel demonic curse - and it actively seeks to spread itself.
And it cannot be stopped. When we say that pretty much every Marvel hero was infected, we're also taking into account Wolverine and the Hulk, who - bear in mind - usually have Healing Factor. And when not all the healing factor in the world can save you from getting zombified, nothing else will.
Not even being a god or a god-like entity can keep you safe from the virus. Thor is unliving proof.
Not to mention that the virus itself is actively trying to spread. Given enough time, your only goal will be to spread the Hungery Gospel. And there's nothing you can do to stop it.
The ways Spider-Man infects the Sinister Six. Here's the rundown: he pulls out Kraven's throat with his teeth, pushes Mysterio's brain out, eats Doctor Octopus's roasted guts, rips off Vulture's wings/arms in mid-air, and uses them to decapitate Electro. He let Sandman go, though. If that doesn't scare you, buy yourself something nice.
Not to mention Spider-Man using his veins and arteries as webbing.
This line from Hank Pym in the first volume, showing us that even the zombies don't have it good:
"You want to hear something really scary? Well, something that scares me, at least. I like the way flesh tastes. Really, I do. If I were to somehow find a cure for whatever's going on with us - if things went back to the way they were... or as close as they could get... I think I'd still eat people. That terrifies me. Really."
Hawkeye spent years as a head buried under some rubble. When he's left alone, he cries. When someone tried to take off his mask, he thought they were trying to rip off his face!
In one issue of MZ 5, zombified versions of Amadeus Cho and Delphyne Gorgon are forced to "kiss". Let's just say it get messy.