According to this thread, Islamics want to wipe out all non-Islamics, and start a holy war, etc. etc. etc. etc. So they hit a government building instead of the Vatican - okay, if it were terrorists, which nobody on this thread knows, even if they slept in a Holiday Inn Express or played a flight sim, why would they pass up the chance of taking out a spiritual symbol for almost a billion of the world's population?
Because:
Professional courtesy, perhaps?
Because they are trying to bring down economies and make governments and citizens fearful. You hit the Vatican and you don't create financial havoc or fear... you create hundreds of millions of really pissed off Catholics.