Zombies often think that the other monsters have it easy. Maybe they do. Werewolves and vampires can often pass as normal regular people. They hunt with purpose and feed regularly. If they get wounded or cut, they often heal up easily enough.
Zombies though ... constant struggle to find anything to eat. When you do finally find something it often runs away ... or worse ... it attacks. If a zombie gets cut or loses a limb, it's not healing up or growing back. Damage is permament.
And forget trying to blend in with society. If the tattered clothes and rotting flesh aren't enough of a clue that they don't fit in, the smell is a dead give away.
Yeah ... some other monsters have it easy.