A running theme in my comic is the ineptness of authority. But aside from that, I imagine that if, say, the U.S. government had some evidence that an undead pilot was flying around and stealing dead bodies, I doubt they'd inform every police department and air traffic control center to watch out for them because it's a sensitive, controversial topic. (although, granted, there might be an alert regarding the plane) More likely, I think the FBI or other government agencies would be informed on a need-to-know basis. In any case, the secrecy will be addressed.
Granted, I think I sometimes make the mistake of having characters act too stupidly, even when it wasn't intended (sometimes it is). As a writer, that bothers me, so I at least try to make up for it later sometimes by trying to explain motivations. For example, I think you'll see in the next comic that Romero was scared crapless by Dash, and that's why he ran.