Post Saddam - they all came into Iraq to wage jihad.
... and they would have been in Chechnya, or Afghanistan, or Sudan ... or Europe ... or USA, if not Iraq.
As Tommy Franks said, I'd rather fight them there then here.... but my point is that time and time again, events put the lie to bed that these events are 'not connected'.
The Global Jihadist Terrorist networks are connected.