Yeah, they do - to them it is a holy war against the "Great Satan". They aren't fighting for the same reasons that we are and we had better realize that.
I know it's hard to believe that people can or will die for their religion blindly without giving it a second thought, but they do.
Remember the Crusades? Have you heard of the missionaries that have died for their beliefs? These people have said it is a Holy War. They have stated that it is retribution for the Crusades.
It would be an interesting psychological study to see how one makes another being believe that they should do that. Do you think lower IQ or brainwashing? Even dogs have a sense of survival.