It's the "we were somebody once, now we're nobody but if we get our 'stuff' together we can be somebody again" mantra. The "nostalgia for the long-gone caliphate" is like the "nostalgia for the Russian empire known as the Soviet Union."
The pitch is that we've lost our rightful place at the top of the food chain. It was stolen from us by evil foreigners but with great daring and sacrafice we can steal it back and punish them cruelly. Mussolini made this appeal to young Italians, using Roman greatness as the lure.
Oddly, no similar movement arose in Britain when they lost their empire. Perhaps the young men to whom such a movement would have appealed were exhausted, or killed, by two successive world wars. A charismatic "restoration" movement needs a generous supply of otherwise unoccupied young men as foot soldiers.