Well, if you ended up having to shoot an Obama campaign worker in self-defense, the Zombie ammo might be used as an argument to establish premeditation...
But, seriously...
It's pretty clear that Hornady brought this out as a "novelty packaging" item, bought more as a conversation piece, like John Wayne Commemorative ammo or something like that. I'd worry more about the other side arguing that the user was frivolous, and didn't take seriously the responsibilities attendant to keeping or carrying a deadly weapon. If you like this type of ammo, take the worry out of it by loading up with the same company's Critical Defense ammo instead.
best,
Mas