Not necessarily.
What if they didn't get one until after 911?
Even if they did get one after 911 they may not have someone with the technical expertise to insure it goes off when it's supposed to.
They know we'll start picking off the Middle East and smacking up Targets if they dared.
I don't think that's their fear at all.
They don't care about any of the other Arabic countries other than there are some that will hide them.
I think their fear is that it would go off prematurely, not at all, or that it would be detected beforehand.
Well, no! You are looking at it from a western perspective. The way you or I may think is totally different from the thought paradigms of a Jihadi. It is actually simple to see examples of this. Eg: I doubt you, and certainly i wouldn't, strap on a bomb-belt and go and blow myself up. And i wouldn't hijack a plane and crash it into a building. Simply because my sense of self-preservation is too strong, and moreover i am not in the biz of killing innocents.
However for the Islamic terrorist the end justifies any and all means. So what if they kill themselves? They are going to heaven to drink from rivers of wine and consort with a bevy of virgins. So what if they kill innocents? After all they are following Allah's will, and anyways what is the worth of a kafirs life (when Queda bombed the Nairobi, Kenya embassy Usama said that the 200+ Kenyans who died and 2,000 wounded were nothing more than collateral. 9 Americans died). Lives, be they American, Kenyan, Spanish, British, Russian, Indonesian ....whatever. To the Islamic mind they are all kafir lives, and thus expendable.
And by the way, as to your assertion that if they had the bomb they would have used it. Personally i think they are bluffing ....partly. I think they probably have some crude radiological device, but probably nothing more. It takes a whole lot of specialized care to ensure a nuke is going to go boom and not just fizz, and unless some govt is providing them with assistance it is going to be really hard to put a nuke in a cave and still maintain its efficacy.
The biggest barriers to a nuclear Queda are as follows:
1) Acquiring a weapon that will work.
2)Delivering the weapon to the target.
If the US has not been attacked with a nuke or bio WMD then it means one of two things.
a) They do not have a viable weapon.
b) They have a weapon but do not have a safe means of delivering it. Note for Queda these are silver bullets .....they cannot risk them being intercepted.
The best thing for the pertinent authorities to do is to work with the assumptions Queda has a bomb! Hence what they need to do is work to prevent them from being able to deliver it. Saying that there is no way they can get such weapons (no matter how improbable it may be) is just to invite a horrid wake-up call one dreary morning.
The single biggest reason the Japanese managed to carry out Pearl Harbor is because people were saying they were too inept to pull it off. The literature of the day even said they (Japanese pilots) could not fly straight due to their eyes. Pearl Harbor changed everyones perceptions on Japanese ability (and flying capability).
Let us not put ourselves in a similar position by placating ourselves with 'they cannot be able to do it' mantras.
They are nothing more than uncouth murderous sots ......however they are trying to kill us, hence no matter how uncouth or how incompetent, we still need to treat them as true killers.