At least according to this Time news article I ran across:

It’s hard to separate the man from the mythology, but recent European intelligence reports reviewed by TIME suggest that al-Zarqawi’s al-Qaeda franchise is expanding far beyond Iraq and that he now rivals Osama bin Laden in influence among Middle Eastern and European jihadists.

Al-Zarqawi has been overseeing preparations by highly trained operatives for a “large scale” terrorist attack in Europe, the reports claim. In communications with another al-Qaeda leader, he has spoken of sleeper cells in Turkey and Iran. The reports imply that these cells may be in contact with European jihadist groups that previously had no links to al-Qaeda. “The fear is we’ll see these disparate, relatively inexperienced groups around Europe hook up with Afghan-trained terror cells, all under the influence of Zarqawi,” says independent French terrorism expert Roland Jacquard, who says he has seen intelligence similar to that in the reports. “That could reverse the atomization of cells and networks that occurred after the invasion of Afghanistan.”

It is possible the pressure on his organization in Iraq is getting to the point where he feels he needs to lash out a Europe in a hope to break our ever tightening grip. Sound logical thinking is not something we seem to see a lot of in these terrorist leaders.