+1 to Tango's excellent Genre Blindness answer.
And actually, it isn't that people in zombie movies never know what zombies are - in fact, there's more than one example of "the Z-word" being used in zombie films and television shows. The problem is that once that happens, suspension of disbelief seems to leave the room, and it gets harder to take the story seriously. So, you'll find that the shows and movies where the characters refer to these monsters as "zombies" tend toward comedy or horror-comedy: "Return of the Living Dead", "Z Nation", "Shaun of the Dead" (if I remember correctly), and so on. You'll be more likely to hear Shaggy and Scoobie Doo talking about zombies, than you are characters in a more serious zombie film.
"Zombie" is a bit of a misnomer, for what it's worth: zombie films are a somewhat different genre than what we think of, and there haven't been too many zombie films made since the 1930s, when the whole thing was tied up with Hollywood Voodoo. The monsters from the famous George Romero films were considered 'ghouls', and even some of the biggest fans of these films might be surprised to find that they're descended from a vampire story, "I Am Legend", filmed as the Vincent Price film "The Last Man on Earth (1964)", which, as one of the weirder vampire films ever made, seems to have been a big influence on "Night of the Living Dead (1968)". A better question might be why characters don't refer to these monsters as ghouls and vampires more often....
