Why warn?
Terrorist want attention, want to create chaos, install fear but most of all they want to say “we warned you”. Remember Terrorist leaders are psychopaths and some followers (most not) are psychopaths too. They like to see the FBI, CIA, Police, etc running around. It’s all about power & control for a psychopath (terrorist). 1 in 25 people mainly men are psychopaths this is why the FBI profilers know the traits of a terrorist leader they are all the same traits of a psychopath whether he/she is a wall street trader like Bernie Madoff, or a serial robber or a terrorist.