He worships Odin, but that's not why he did it.
The same report revealed that even in the USA, Islamic extremists are not considered by law enforcement to be the biggest threat in terms of potential terror attacks. That award goes to anti-government "sovereign citizen" militia groups. You know, the kinds of people who like to usurp Oregonian wildlife parks.
Even when terror attacks are religiously motivated, studies have shown that the promise of afterlife reward doesn't have much to do with why people decide to blow themselves up. The bigger motivator is mundane ol' peer pressure. It turns out that people who are willing to die in the name of terrorism are mostly people who are desperate to feel like they're part of something, and happen to get caught up in a group that gives them that validation, whether it's one that pushes for jihad or one that thinks their country isn't sufficiently communist.
After all, it's not like our own pop culture isn't full of heroes who sacrifice themselves to take down the bad guys. And they're not doing it to get to Heaven. Everybody wants to be the fucking hero.