Personally I think you have hit the nail on the head. I think they know that at least in this country, if they started claiming responsibility for Incidents in the US, that would be the straw that broke the camels back for most Americans, and if you even looked like an Arab you would have to leave this country or face the almost certainty that your days on this planet were numbered.
My money is that this and the Night Club bombing are linked.
These two major disaster coming on the heels of each other right before we attack Iraq are too close to be coincidence.