I think it's generally acknowledged that non-superhuman zombies aren't going to stand much of a chance against modern artillery, which is why most zombie media takes the perspective of average schlubs trying to survive amidst the horror.

But still, whether or not tanks can simply roll over zombies and machine guns can shred undead flesh, zombie apocalypses are never presented as straight-up battles. The undead are too busy smashing through front doors and nibbling on survivors in shopping malls. While you may be untouchable in an armoured vehicle, when 99 per cent of the population has been converted to the shambling undead, does it really matter?