Ok guys u havnt really thought this one out much im guessing. Think of this as the story of Jesus, Osama bin laden is like Jesus to most arabs in the Gulf region if the US captures or kills him he will become a figure similar to the way Christians parise Jesus. He will become the Ultimate Martyr. So the Govt is afraid to capture or kill he because it will breed a lot more terrorists and they dont want his name coming up in every Koran around the world praising him for what he did and saying what he did was right.