Sometimes they roll political messages into it, sometimes not, and its just done for fun.
What happens is, they dress up like zombies, make-up and all, and stagger about public places moaning, "Braaaaaaaaaaaaaaaains..."
Here's a safety tip, kids. Don't do that. I already have issues with flashbacks from Quang Tri, 1967, I don't need more. Something regrettable could occur. Walking around looking like that is a tragedy waiting to happen with so many zombie-hunters wound up, tight as springs.
"There was a time when the name in my uniform read 'Greasemanelli' but everyone knew me as... SERGEANT FURY!!!"