I think the most likely answer is that they've been told by extremist religious leaders that harming us is a holy act and they will be blessed for it.
This actually has a long cultural history. The hassassin employed a technique of recruiting new, young members by starting in mosques, bringing in very young boys and keeping them on opiates, such as hashish through fervent religious teaching. When they felt they where ready, they would drug out the young boys and take them away to a city in the North Eastern Arabian mountains where they would meet the infamous 'old man in the mountain'. He showed them a ploy, a false heaven filled with young women (all kidnapped), fountains, fruit trees, etc, that they would 'gain' if they died for Islam, of course, in the name of the hassassin cause dejour. For a young boy from utter poverty living in Bedouin Arabian desert clans, this would seem like the ultimate paradise and they would gladly give their life.
Very little has changed. The 'old man in the mountain' has been replaced by Bin Ladin and various other Islamic cultists, but the result is the same. Fanatics with their cause take feeble minded individuals, dope them up with religious extremism (even if they don't use drugs any more), and give them a higher purpose.
Anyone who thinks it is because 'we are over there' is completely ignorant of the history. This has been going on centuries before there was a 'we', from Sunni against Shia to family against family. 'We' are nothing more than an archetype 'devil' that the wanna-be totalitarians use to retain control over their 'State' by giving people a common enemy to rally against, with a cause divine (sic) enough to give their life for.
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