Though Zane's appearance was unique as far as humanity went, it was not like the majority of human survivors had come into contact with the terrifying entity that was Horde Kings yet. After all, the majority of them were shadowy figures that ruled their armies and domains from behind the scenes.
Neither Zane nor Gwen were human, and the paleness of their skin would definitely be suspicious to living human beings if they were aware of the highly intelligent and capable undead existence. But the fact remained that the people of Vegas, or at least those who survived thus far had no contact with such entities.
And thus, they welcomed Zane and Gwen into their little settlement, which had been built within the ruins of Las Vegas. As Zane and Gwen marched through what remained of Sin City, whose streets were covered in sand, and whose skies were constantly filled with storms of flying dirt.