I think the INS and FBI's biggest problem with this guy was the risk of the media suddenly reporting a 'Bumbling authorities' type story. The first reporter to get their hands on a scoop like that ( 'Saddams son training in Florida!') would be drooling. A lot of training in specialised areas simply isnt available outside the US, and going there to get it these days is becoming more of a chore. It used to be fun, but its getting to the point where they'll start frisking you for long fingernails.
Getting anything other than a general tourist visa for the US can be a real challenge for people in smaller countries.. the State Department types are so inefficient and straight out rude in some smaller embassies that theres hardly any incentive to sit on the hard plastic chair in The Bunker for five hours while the assistant consul takes his time approving your application, and its a fair bet youll be told to go home and come back next week. With service like this, its a fair bet a lot of people are shortcutting the system and travelling on mere tourist visas.