If Al Qaeda had a nuke in Europe (or anywhere) they would have used it by now.
Other intelligence available to Eric says that if he puts KSM on trial someplace, e.g. DC, NYC, Detroit, Boston ~ maybe even GITMO ~ AlQaida is going to take their bomb to that place and set it off.
So, Eric evaluates where he can get the best return for his efforts and finally settles on NYC. That way the bomb will take out the entire Business District, the international bankers, most of the Jews in the United States, KSM (so he can't talk anymore), and some of the career lawyers in DOJ he doesn't particularly like.
It all becomes clear!
It’s obviously BS, but let’s just say for the sake of argument, he’s not full of it. Wouldn’t this be a good reason to waterboard him....?