I'm confused about terrorism.

This confused me in 2001, and it confuses me now. I'd always kind of operated under the assumption that terrorists have some kind of agenda, and that they commit acts of terrorism in order to further it. "Abandon policy X, or else we'll continue to kill your civilians." Reprehensible, likely ineffective, but comprehensible. But giant terrorist attacks without any claims of responsibility suggest that this model is incorrect. Unless the agenda is merely to cause another group to suffer, no one's interests are furthered by such terrorist acts. Why would a terrorist group not want to claim responsibility for a terrorist attack? I'd be inclined to expect that multiple terrorist groups would try to claim responsibility for the recent attack in Spain -- if terrorism is an attempt to gain political leverage, then an unclaimed terrorist attack is political capital just sitting there. What should we conclude? I see three options: (1) terrorists have the ultimate goal of causing suffering. (2) terrorists are shockingly bad at acting in their own best interests. (3) I have no idea what I'm talking about. Sadly, (1) and (2) seem pretty implausible to me..