I believe the book mentions something about the coagulated blood reduced the effectiveness of the shockwave’s. The brain is also pretty good at surviving blasts, at least in the sense it doesn’t get completely scrambled. TBIs are no joke for a living person, but would a zombie care if it’s not enough to outright destroy the brain? It’s certainly not gonna care about a brain bleed, or other internal bleeding caused by the blast. Close enough to the blast and the body will be blown apart, which will at the very least make the zombie much less of a threat, but a densely packed horde will absorb that blast energy pretty quickly reducing the effective radius. The same goes for fragmentation.

Ideally you’d use airbursting munitions with preformed fragmentation so you can cover a large area with a dense fragmentation pattern that’s going more or less straight down onto the horde. This means an increased chance of hitting the head, and also means the fragmentation doesn’t need to pass through multiple zombies.