This is not a bug.
If you have the settings 'Everyones Infected' turned on (or you were scratched/bit), and a low 'Reanimate' time (1-2 hours etc) this could happen.
It sounds like you died because of your sickness, and then your corpse has reanimated, and its resulting corpse has wandered away. When this happens, it drops whatever is *equipped*, but anything in it's inventory/wearing/back is kept on the zombie.
Check the surrounding area for the zombified version of your character.