Because Zola doubted that Dr. Erskin will succeed.
Here is the conversation between Schmidt and Dr. Zola:
Zola: I just don't see why you need concern yourself.
Zola: I can't imagine he will succeed. Again.
In case he succeeds in making a serum, they also need to get the serum to snatch the only defense of allies in order to ensure their victory.
That conversation goes as follows:
Red Skull: His serum is the Allies' only defense against this power we now possess.
If we take it away from them, then our victory is assured.
So, when the infiltrator saw Dr. Erskine experiment successful, he took the serum and shot him to ensure that they cannot work again on this experiment.