And based on what the terrorist's aunt said it may have to do with their contact and relationship to the FBI. His threat may be to divulge information.
Look carefully at the layout of the final gunfight at the house where the terrorist was in a plastic boat. How could there have an exchange of gunfire there without the surrounding LEOs hitting and killing the terrorist unless they really wanted to take him alive? I doubt that in place, positioned SWAT teams would miss a target with no cover at less that 50 feet away.
Great effort was taken to capture the terrorist alive.