The last one is embarassed because he feels that he is perpetuating the sterotype of Zombies only being concerned about their intake of brains, the other zombies are more cerebral or philosophical, and the last one feels he is inferior. He is most likely in the next frame going to stammer out something about how he heard that Zombies are the fear that religious people have that there is no afterlife and that Heaven does not exist, that after death there is only earth and you will remain there for the rest of your days. The other zombies will just stare at him with loathing as he nibbles on his meal in silence.