Well, there was the muslim they never caught and then decided never existed in the first place, while no-one had any reason in their wildest imagination to suppose McVeigh had any ties to Muslims...
...then we find out that McVeigh essentially snapped when he was in the Iraq war literally plowing down Muslims, and that he spouted a lot of anti-American rhetoric, which people forgot about by the time we learned about Al Qaeda.
No, I’m not tying McVeigh to bin Laden. But he was getting a lot of similar ideas from similar sources.
And the neo nazi compound he was spending time at?
Etc.