Al Qaeda is way into martyrdom per se. It doesn't make any tactical sense for three suicide car bombers to blow up one hotel. Shouldn't three guys have blown up at least three hotels? And how come it took Al Qaeda 19 guys to bag two skyscrapers, four airplanes and part of the Pentagon? If Al Qaeda had 19 Tim McVeighs and Unabombers on the loose in the USA, blowing up important buildings and people and then hiding and running away, man, the Administration would be coming out of its skin by now.
This is true, but I don't think it is the point really. If they were doing that, they would be fighting a fairly conventional guerilla war. The more conventional what you are doing becomes, the more insane the idea of fighting a war with America becomes. (America might take a hit or two first, but America will win in the end. The saner you are, the more likely you are to realise this). In order to declare such a war in the first place, you have to be pretty disconnected from reality. Hence, the whole martyrdom complex.