It absolutely makes sense, that they attach to a target along the way to the shooter. BUT: Make the vision field of the Z's smaller as soon as they react to a sound. It makes no sense for them to turn around 179° because there is someone closer. Also, when shooter and target are only 20-40 m appart from each other, the gun should always be the louder signal source for the Z's. I've had situations, where I got shot at, the shooter was roughly 100 m from me away, there were Z's between him and me, all closer to him, still I had to manage with them and I didn't even shoot back. Z's are stupid, you are right, but they need to be the right kind of stupid, not "we run into the complete opposite direction of the shot" stupid.
When I make no noise at all and I am prone in the grass, spectating a gun fight, Z's should NEVER attach to me, that makes absolutely no sense to me. They should just ignore the player for that case. Can't you flag a shooter as "hot target" and a player who was laying prone by the time of the shot, a "cold target", or invisible target? There should be a weighting for possible targets, depending on their stance, movement speed and "most recent" activity.