Only the old fogies of al Qaeda prime are content to sit in caves dreaming of the day when they will rule the world. The cool jihadis declare their state and then prepare for global jihadi rule in the glorious caliphate.
But keeping up with the Joneses exerts pressure on other jihadis who don't want to be left without their own trappings of glory:
Libya’s Islamist militant group Ansar al-Sharia has said that it seized complete control of Benghazi late on Wednesday, declaring the city an “Islamic emirate,” the group’s representative said.
Of course, being second just means they'll try harder.