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I hesitate to ask... but why would they allow a bomb to go off in the middle of nyc? this seems like a pretty far-fetched scenario, IMO.
I don't want to get into Ham territory, but it's not uncommon for undercover FBI agents to "assist" wannabe terrorists with their bomb making -- helping them to find materials, giving them instructions on how to build it, etc. The terrorist thinks he's about to kill hundreds of people, but the FBI is monitoring every step and they swoop in and pull the plug just before the bomb is armed. (Sometimes they'll just give the guy a fake bomb, then they arrest the guy after he tries to blow it up.)
But what if the FBI let this guy slip through the cracks and he actually built a real bomb before they could arrest him? That might explain why they were able to find him so quickly after the explosion.