My guess it is the same motivation that took young Christian crusaders to the region 800 to 1000 years ago, an escape from humdrum boring lives and a chance for adventure and maybe riches as well as the approval of one's god. As Scandinavians would once say, they went a-viking, that is, raiding, adventuring.
COTTonLINE has a motto that is relevant to such individuals:
If someone seeks martyrdom, be helpful and facilitate his or her death.