That really depends on the situation, maybe in hurry and in emergency this could avoid heavy pain and stress for the infected person. And if someone gets grabbed and eaten by Zombies, of course a a quick death through a bullet would be less painfull then getting torn apart alive. Situations which are so extreme that they practically cant fit into normal ways of our life. Zombies would be like a personal war against ourselves, or something in that direction.
And in case you get to a save position, and someone from your group was bitten, theres is no need to hurry, in case of doubts you always can use duck tape to secure him in case of a quick change. If a Zombie cant grab, he cant bite you that fast.
From the medical point of you it maybe hard to say, but i would rather be killed by a friend and maybe save other lifes then gettin saved despite of the infection and maybe harm people i like.
Read my latest blog "Eve of Destruction and the Angel of Death" On a raid we did on the infected, the members covering us were instructed to kill any member who looked to be bit or even if we accidently tripped we were to be shot.