It's probably because your'e on a LAN game though i'm not sure. Try hosting a internet server with zombies.
I have done but Its not working Either, When I hosted my Zombie server online My brother joins and the zombies stop moving :(
If you're playing gamemode_zombie, I believe you have to both be in the same minigame and you have to include all players bricks.Basically whoever joins the server last owns the bricks. The fix could also apply to other zombie mods, so it's still worth a try.