I think that some people are just fascinated by real-life evil. It doesn't mean that they necessarily condone or admire any aspect about the person themselves, or are seeking to glorify them in some way.
Others are into historical military figures, and bad guys are part and parcel of the reason why we have heroes at all. Regarding Bin Laden, these are the times we live in and he is this generation's quintessential bad guy.
Like I said, not my cup of tea, but a visit to OSW might enlighten the boardies here at SSF exactly why folks might be interested in buying a Bin Laden figure.
If they released a BD version I might bite, especially if it's packaged up with Saddam in his undies.