The terrorist threat is not due to e.g. ME nations ( and others ) directly supporting terrorism as a matter of state policy - but because it is now / today possible to organize and execute a terrorist plot by mere private perpetrators. All it takes is $$$, a cell phone and a bit of military experience. At an even lower level anybody can organize a truck bomb from local sources .... 
Thus to identify terrorism as involving nation states misses the point entirely. Bin Laden and his crew- by way of example - were Saudi Arab citizens, but their actions most certainly not a matter of Saudi state policy.

Unfortunately terror acts make for easy headlines and political posturing - in turn feeding the anti-immigrant agendas. In fact such acts are a minor threat to our existence and life style.