No, they set it up as a way to launder money to the terrorists via a dubious "ransom." It would not look good for her to simply hand over a million Euro to them, but paying a "ransom" means she can maintain deniability and the terrorists can claim they are being magnanimous by not beheading her and pocketing the money instead. That was the set up part. The checkpoint was probably not thought through. She probably instructed her driver not to stop for the American soldiers that she has nothing but contempt for. Like most all journalists there, she thinks she is above them and doesn't have to obey the rules like everyone else.
Weren't the men with her, some of them anyway, Italian secret police or intelligence agents, though? They know the drill.