You guys are trying to play it like Halo/everyotherFPSonthemarket. It's not, so adapt to it and I know you'll enjoy it because RE4 is still one of the best games I've ever played.
If you were facing a small group of zombies and you had a [insert gun of choice], would you not walk/run and shoot? Or if you had a [insert melee weapon], would you literally stand and slash those closest? I know I would be walking back and shooting.