Hmmmm. . .just noticed they are all girls, too, all somewhere between eight and twelve years old. That probably means something, too.
It's not just zombie children that are creepy though. Think about The Bad Seed's Rhoda Penmark played by Patty McCormack in the 1956 movie. She's so cold, dispassionately admitting to the violence she has wreaked on others. McCauley Culkin played the boy version in The Good Son.
Or possessed kids like Regan in The Exorcist or Carole Ann in Poltergeist.
Or ghost children like the Grady twins in The Shining or Samara from The Ring.
Or vampire children like Claudia in Interview with The Vampire or Eli in Let the Right One In.
I think what makes them all so effective is that they so not-child-like. Children are full of life and movement. Sure, they can be mean, but they are not cold or calculating. They are not still. Not unless something is very very wrong. There's something visceral and soul-chilling about the evil child that no number of evil adults can match.
Maybe it speaks to the fears in us all about children--about failing them, all the bad things that can come about if adults don't protect the young the way they should.
I can't define it well, but it gets me every time. (Shiver).