I think that the prime movers behind McVeigh and Nichols were Iraqi terrorists - not the same breed as Al Qaeda. They were working for Saddam and wanted to strike a big, spectacular blow upon America, but weren't interested in claiming credit, as Bin Laden or Al Zawahiri or Zakarwi would certainly do.
You pose a salient observation. The Islamists did claim responsibility for the attack on the Murrah Building before the bodies of mangled babies were retrieved from the ashes. I cover this quite extensively in Chapter 3 of my book. However, once the nation looked inward to homegrown terrorists, those reports were dropped by the mainstream media.