Kids are weird, and all different, so it's a case of what works best for each one.
Today's kids are way softer than they used to be, I remember my dead grandfather spending a few days in a our living room before his funeral. Victorians used to pose with their dead children for photos, siblings holding dead babies and the like. Just think of all the kids in poor countries that see death up close every day.

Children can cope with far more than we give them credit for. My tutor's son walked in on him opening up an autopsied body once when he was five years old. He walked through the room, said 'Hi Dad', then kept going. The next day at school he told his teacher he saw a man with his head open. The teacher called the parents in, and they explained, although the child never actually suffered nightmares or showed any problems.

I think the most pertinent part of what you did lies in the fact that you, her father, defeated the thing she was scared of. not only did she get a little de-sensitised to zombies, but she saw that her father can always be relied upon to blast the undead. (and find club keys, aid spays etc..)

The reason I don't let my child watch scary films is because although she has seen a corpse, I don't want her to be exposed to too much violence yet to preserve her innocence more than anything. R.Evil is pretend, but something like CSI is realistic, and if she'd seen the one the other day with the abused child put out as garbage it would have broken her heart more than anything to know that that kind of thing happens. It's one thing to be told not to talk to strangers, it's another to fully illustrate gory deaths and murders that happen everyday. There'll be plenty of time for that later.