They don't believe their own half-witted conspiracy theories. I've seen at least a dozen man-on-the-street interviews with these nutjobs, where they say that Muslims didn't do it, AND brag about how smart the Jihad is, all in one breath.
Its indicative of how broad the support is for terror in the general muslim communities.
Exactly. For anyone that's not familiar with the nuances of Arab culture, they don't take criticism well. They'll deny any harsh truth on the merits of it sounding bad, and placing them in a bad light, without any real consideration for the statement being accurate or not. On the other side of the coin, they'll make ridiculous boasts and claims that are clearly not true, but sound good.
It's very different from the Asian concept of saving face, where the truth is a vital aspect of what respect is given or lost. For Arab culture, the truth is largely immaterial. It's almost all appearance. So the statement, "We don't make Jihad, it's all a Crusader plot to discredit us, but when we make Jihad, we're invincible", makes perfect sense to them. It blames others for their failure, while maintains an illogically high level of confidence.
They're not looking for the truth at all, they're looking for ways to confirm their belief that Islam and Arabs are superior. Once you understand that, none of their statements will seem confusing.
It may actually be indicative of how barren their landscape is. They have no heroes, no other feats than death cults to boast of. Their culture made nihilism the equal of creativity to cover for their lack of accomplishment of any kind. They sit on the richest land in the world and have made nothing of it. Contrast the Japanese.