A good explanation to that question comes from Olivier Roy, who says, in part:
From the beginning, Al Qaeda's fighters were global jihadists, and their favored battlegrounds have been outside the Middle East: Afghanistan, Bosnia, Chechnya and Kashmir. For them, every conflict is simply a part of the Western encroachment on the Muslim ummah, the worldwide community of believers.
This is an excellent article. The entire piece can be found here.
Many thanks to i eat puppies for the link.