I think they're shocked that "western radicalism" doesn't involve cutting people's heads off, blowing up innocents, and milling around shouting "death to islam" while firing off guns.
No, they're shocked because we make videos pointing out how we really think radical islam is disgustingly violent, attempt to kill only those who are actively trying to kill others, and mill around complaining about people while drinking beer. Shocking, absolutely shocking. We should switch to random violence and beheadings if we ever want to really relate to "them".