Their presence doesn't indicate that there is a connection. That is only one of the possible implications. Another is that they are there to sew discord and bolster any conflict agaist the west that thay can.

I might also note that there have been al-quada cells in the US, in the UK, in Germany, etc. Does that mean that these governments are complicit?

All this is is another piece of data. It is not, in and of itself, a "causal" link. Together with other data, I agree that the conclusion is more probable. But it isn't real solid yet.