Destroying the great satan America is not his ultimate goal, but only a means to reclaiming and purifying his homeland.
Nuclear weapons have more power when they are not used. Even madmen recognize that if you use a nuclear weapon on a nuclear power, your serve will be returned with much more intensity than it was delivered.
His delusions of returning to his homeland may be predicated on the basis of possessing nuclear weapons as leverage in negotiating his return.
If this is true, then when we might get more cooperation from Egypt and the Arabian Peninsula where Bin Laden's terrorists and money are really coming from.