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> probably sounded more comfy than getting interrogated by US national security
With all due respect to the awesomeness of the Ride of the Valkyries helicopter assault scene in the film Apocalypse Now, the Americans didn't come crashing in playing AMERICA FUCK YEAH! or anything else. They may have been screaming at everyone to surrender, that is, screaming in Arabic. Special forces don't overtly identify themselves until it's all over, and usually not even then. Leaving your prisoners guessing is all part of the fun. It's the Russians who have a big rep in this part of the world for doing these sort of up close and personal operations. The Americans are known more for having an observer embedded with the locals to call in precision air strikes and artillery, plus a small special forces team to keep an eye on their observer for his own safety.
Al-Baghdadi probably thought he was facing Russians, or, just possibly, Turks.
In any event, once he realized his attackers were going to stand back so as to throw in yippy cuddly doggos and lickity sweet Adamsite, he knew it was over and he wouldn't get any chance to negotiate, or take some of them with him, or anything. Game over. "Fuck me gently with the greatness that is Allah!" Boom.
Al-Baghdadi wasn't going anywhere with anyone on anything but his own terms.