They may not really care if something is recently dead, but do we know that Shane knows that? Daryl and Andrea were the ones who saw the leg guy, not Shane. And besides...that isn't a chance he can really risk. If he kills Otis and they just keep on going for the guy who is alive, he just killed someone only to end up screwing himself over as well and it was all for nothing.
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I'm "kind of a big deal".
http://img.imgcake.com/cyclo/Cyclopngegpngre.png