The job of the FBI is to arrest people who commit crimes.
That's like saying my mechanic's job is to change spark plugs.
The FBI's main goal is to protect and defend the United States, to uphold and enforce the criminal laws of the United States, and to provide leadership and criminal justice services to federal, state, municipal, and international agencies and partners.
Currently, the FBI's top investigative priorities are:
Protect the United States from terrorist attacks (see counter-terrorism);
Protect the United States against foreign intelligence operations and espionage (see counterintelligence);
Protect the United States against cyber-based attacks and high-technology crimes (see cyberwarfare);
Combat public corruption at all levels;
Protect civil rights;
Combat transnational/national criminal organizations and enterprises (see organized crime);
Combat major white-collar crime;
Combat significant violent crime.
Assuming they list that in the traditional "in order of importance", then their main job is to "protect and defend the United States". It gets a little more specific below that, but nowhere does it even mention "arrest". The FBI's goals are much more general, they talk about "what we are going to do", not "how we are going to do it".
Law enforcement is a complex business and occurs at many levels. Education, intervention, protection, deterrant, punishment, rehabilitation, enforcement, investigation, infiltration, just to name a few. Steps that prevent crime at earlier stages (education, deterrant, intervention) usually have a bigger effect on criminal activity. Assuming you just want them operating in the USA, and the terrorists are getting their training abroad, your work starts as soon as the radical lands back in the states. The problem there is although they are plotting against the USA, they're still protected by its laws. So you either have to catch them plotting, or catch them doing damage. Obviously it's better to catch them while plotting, especially when they are suicide bombers that obviously don't concern themselves with getting caught after the act.
entrapment:
"Hey buddy, you look like someone that wants to kill people for jihad, would you like to drive my truck bomb?"
NOT entrapment:
"Hello there I'm looking to kill people for jihad, can you set me up with something?" "What did you have in mind?" "A truck bomb would be great, can you set me up with one of those?"
It can get blurry sometimes, but they follow specific rules set up around court cases that decided what was and what was not entrapment. "In criminal law, entrapment is a practice whereby a law enforcement agent induces a person to commit a criminal offense that the person would have otherwise been unlikely to commit." In a nutshell, if they suggest you break a law, it's entrapment. If you ask them to help you break the law, it's a sting. This wingnut asked for a truckbomb. He obviously was going to try to get one, one way or another, without the FBI's help. So it's not entrapment. He asked them for a rope to hang himself with, and they gave it to him.
And in this case, yes, he got arrested. Most of the FBI's enforcement work ends in arrest, but that only accounts for a small percentage of their total activity. But when they identify someone that's determined to do something dangerous (or substantially illegal), they're more than happy to play the role of an assistant so they can (A) have inside access for gathering evidence, and (B) prevent the attack.
People that are complaining that the FBI ought to find a different way to deal with wingnuts like this need to understand something. You can (A) prevent them from becoming a threat, (B) prevent them from acting, or (C) deal with them after they've acted. These radicals tend to get their training abroad, so (A) is out. I doubt you'd find them walking around with a basket picking up the pieces to arrest, so (C) is out too. So that leaves just (B), which is exactly what they're doing. "If you have a better idea, lets hear it, otherwise quit complaining".
