Certain countries (not to name anyone, but N. Korea, Iran,
China, and even Russia, might be on the list) might not be unhappy to see the US get hit with nukes, and then be able to pin the blame on Al Qaeda--and even help us retaliate against Al Qaeda.
So, while Al Qaeda may not be able to pull something like this off on their own, they might get help from foreign intelligence services; and THAT is a scary thought.
Too risky. If you could figure that out, they know that the U.S. could figure it out too and realize that OBL & friends couldn't possibly have done it alone.