He doesn't remember his past? Well, there's a lot of different lore on zombies, and I've seen three different types of them, now four with your friend. So I can't really say for sure. The only ones that were capable of cognitive thought like him were the ones raised by Death, and they all had their memories.

It might have something to do with how he was raised, or maybe some sort of trauma from his life. I'm sure that if humans can get amnesia, the undead can too. It's not common, but it's not impossible.