My guess is that the interview was done just to prove it was him. The beheading was probably done midsentence in order to leave no doubt as to it authenticity.
These people have always engaged in mutlation. Recall the two boys found in a cave outside Jerusalem with their scrotums ripped open and their testicles inserted where their eyes used to be.
"When you're wounded out on Afghanistan's plains And the women come out to cut up what remains, Then just roll to your rifle and blow out your brains And die like a good British soldier!" -Rudyard Kipling