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ISIS beheaded a lot of innocent people, mainly from western countries like the United States. Families mourned to find out that the victim is one of their members. They might be trying to influence people to join them to fight western ideas. When they behead Peter Kassig, they masked him. making his execution look different from the rest.
In my opinion, I believe that threatening US by those executions will only harm themselves as more western country will team up to fight them. Americans also do not bow to terrorist demands, so threatening to behead them is useless.