For one, they didn't know what Moussauoi was planning to do. THe statement from the FBI agent wasn't based on knowing the target was the WTC, it was just an offhand comment because the agent suspected that someone learning how to fly a plane but not being too concerned about learning how to land it was not exactly your normal sort of aspiring aviator. The agent had witnesses who told him that Moussaoui wasn't interested in learning how to land but was intent on learning how to maneuver in the air. But that's hearsay evidence with no hard proof and it's hard to use that to justify holding a guy in court. (just look at all the screaming we're getting from the civil liberties crowd over Jose Padilla, who was sent here after meeting directly with top al Qaeda planners and accepting their money, with the intent to arrange attacks on gas stations, hotels, etc., and had even ambitiously considered finding materials to construct a dirty bomb. Some of the same people griping about the FBI not knowing about 911 are out there crying for Padilla's 'rights.')
The frustrated agent, knowing Moussaoui was uncooperative, knowing he was an intense Islamic originally from from Algeria via France, was obviously going to be inclined to believe the eyewitnesses, and so this agent had good reason to supect that this guy was planning on either hijacking a flight and forcing a the pilot to fly wherever Moussaoui wanted, or worse, would hijack the plane and crash it somewhere. The agent just got 'lucky' when he referred to Moussaoui flying a plane into the WTC. He knew something was up but he did not know where or when, and with civilliberties being what they are, Moussaoui couldn't pressured for additional information and certainly couldn't be tortured. Heck, they can't even do that to him NOW, after 911. The bleeding hearts would scream.
In all probability Moussaoui was probably going to be involved in a second wave of attacks or a wholly different flight against another target, since Atta and Al-Shehhi were the pilots for the WTC and since there already were pilots for the other two aircraft. While often called the "20th hijacker," Moussaoui was something more sinister... he was the 21st hijacker, the planned PILOT, of a FIFTH plane. The 20th 9/11 hijacker was a guy who was stuck in Europe and unable to get a visa- a thug whose job was to control the passengers and crew of the fourth plane. Ultimately the hijackers decided they didn't need the extra thug and went without.
Moussaoui, having flight training, wasn't needed on the fourth plane, which already had a pilot. Instead, he was being trained for a fifth plane and he's been keeping his mouth shut because his particular 'crew,' as far as he knows, is still at large in the US. So Moussaoui would need a fifth target, and that obviously wasn't the WTC.
The fifth target is unknown, at least to us. And Moussaoui still isn't talking.
I wonder if it would have been the Sears Tower.
I've wondered from time to time if he was supposed to follow the attack in NY or D.C. with a crop duster spreading the anthrax. IIRC, the FBI found info about crop dusting on his computer. Such a follow-up would be perfectly in keeping with their enjoyment of targeting rescue crews with a secondary explosion. If that scenario were correct, then the letters were a "plan B" that had to go into effect after he was arrested.
The only problem I see with that scenario is that I'd have expected them to hit both NY and DC, which probably would have required another pilot, and we've not heard of anyone else being preempted.