That smart-ass bomb threat going to get them classified as a "terrorist group."
And perhaps that is exactly what is hoped for, precisely as you have suggested. Foreign governments (i.e. non-US) might not put much effort into tracking down someone who 'might' be remotely linked to someone else who 'might' have been involved in a DDos, but they would have a hard time resisting US pressure to help catch the 'terrorists' who are threatening to use bombs.
I'm not suggesting that this is necessarily the reason behind the claims, and I don't think that my tinfoil hat is too tight, but it wouldn't be the first time that a Government has 'manufactured' evidence or made false claims in order to garner public support for what would otherwise be an unpopular action.