Aeshi Nero, the second boss of Metal Slug 2/X is a huge mechanical cobra that's fought in a mummy-infested Egyptian Pyramid. Cobras were one of the animals worshipped in Ancient Egypt.
It appears strange that the player characters as zombies are immune to conventional damage, while enemy zombies (and your zombie clones) aren't. Though, there may be a reason why:
The player character is healthy before turning, which means their bodies are intact and extremely tough after infection.
Civilian zombies used to be badly injured people before turning, and as such their bodies aren't as durable.
Scientist zombies weren't injured before zombification yet have the lowest health of all zombies. As they might have taken a not-very-effective vaccine before (doesn't save them from zombification), the virus can't zombify them to the extent where they get high durability.
Rebel Soldier zombies were turned a good while ago, and the deterioration over time makes their bodies break apart more easily (as shown in their Suicide Attack) but since their bodies were intact before turning, they can take more damage.
Tar Men were also turned a good while ago (indeed, pre-zombification Tar Men are never encountered) and their bodies have deteriorated to a state where they're not invulnerable.
Alien Zombie Clones are clones of your character, thus they're extremely durable but not invincible due to clone imperfections (shown when the non-zombie clones melt away on death instead of dying normally).
In Metal Slug 6 during the Beijing mission, your player character will inexplicably be attacked by three Rebel jeeps at one point - despite the fact that this is after you formed a temporary alliance with Morden and his rebel army to repel the Invaders. The Rebel jeeps belong to the Chinese Military, given to them by the Rebel Army as part of their aid in toppling the Regular Army, however, either the Rebels didn't radio their Chinese allies that they already made a truce with the Regular Army (and Martians), or the Chinese government are simply too paranoid to even trust their supposed Rebel allies in cooperating with the Regular Army to fight a common threat.
The Flame Shot doesn't appear in the final mission of Metal Slug 7/XX. It could be because they wanted to avoid the issue of it being able to harm the heatproof Kraken, considering that it and its tentacles can take a dip in magma without getting harmed.
Something must be horribly wrong with the Regular Army if General Morden can inspire loyalty from every single branch of it just by being A Father to His Men, from the ground forces, air force, and navy, all at once. Just how bad are the corruption problems if he can effectively persuade more than half the forces of the Regular Army to defect to his side and join the Rebellion? To take this fanatical loyalty to him further, the Rebel Army proceeds to survive multiple games' worth of war, conflict, and constant defeats without ever losing this loyalty, even resorting to time travel to try to force victory in their past Terminator-style.
The presence of time traveling future rebels in 7/XX implies that even with the hero's efforts throughout the 8 games, the world of Metal Slug is stuck in a Forever War that will last into the far future with no end in sight. The fact that the ending of 7/XX concluded with Morden (once again) escaping seems to further confirm this.
When encountering Mummies and Zombies in 2, 3, and 4, if you don't react quickly enough they will infect the fleeing civilians that are in the background, forcing you to perform a Mercy Kill on them. However, when your character gets infected, he/she can return to normal again by picking up a Potion/First-aid kit. Meaning that those poor infected civilians could have easily been cured, yet our heroes simply didn't bother to do so and simply killed them to save time.
In X, some of the mummified workers will revert back to workers when killed, then they run away. So it's not all that bad.
The zombie cure is also in scarce amounts, considering that only zombified doctors drop them. The still-human doctors don't use them on the zombies since they're too afraid to become one of them — indeed, the level begins with a group of still-human doctors fleeing the scene.
Enemy zombies also seem to ignore the cure item.
A small yet emotionally painful detail: In Metal Slug 3 Mission 2, there is a couple of survivors which can be transformed into zombies. If they do and you destroy them afterwards, they drop a love letter.
The first game pulled off something similar. The R-Shobu (The attack helicopter) you fight in the first stage always drops a love letter.
In the original game, during the mission in the town, when you destroy the windows and doors of the houses you can see inside them, and they are without exception, filled with the bodies of dead civilians. Implying that they were either massacred by the Rebels before you arrived, or that they are unintentional collateral damage from the destruction that you cause when you were shooting your way through the town. The former is implied by the fact that Rebel army soldiers come out of the buildings during the stage.
Take a good look at what the mutated soldiers are wearing, then take a look at a typical POW, and you'll realize that these mutants are the unfortunate POWs who got experimented on by Rebel scientists in an (failed) attempt to create Super Soldiers to bolster their forces. And given the sheer number of mutants that you have to go through, that's a whole lot of them, and this action paints the Rebels in an even darker light just to overthrow the Regular Army. The worse part, Word of God confirmed that they are in fact civilians. This makes their deaths a Mercy Kill, owing to their predicament.
In Mission 2 of Metal Slug 3 and Mission 4 of Metal Slug 4, the zombies turn humans (including the player character) into zombies via ejecting globs of infectious vomit/body fluids. The best way to avoid it is to crouch right in front of the zombie (it'll go over you) — and a good number of them have the disgusting orange stuff drip out in front of them from their mouth/head/intestines after they perform the attack. Furthermore, killing said zombies makes them explode into blood and the stuff. Yet, none of that will harm the player despite how infectious it is, only the globs of vomit they throw at you will?
In Mission 3 of Metal Slug 3, there are underwater wreckage of tanks that spawn Sea Mine enemies. Why would a land-based Rebel Army Tank be holding sea mines within?
that they are in fact civilians. This makes their deaths a Mercy Kill, owing to their predicament.