Let me try to explain this as best I can, it might make little sense but yeah. Basically, some Muslims do not cherish/value comfortable lives, they obviously enjoy the privileges they get in european countries but they are in no need for them. There is emphasis on the sunnah of the prophet and some Muslims will even go back to dates and water if thats what they had to go through. Muslims have a real problem in the sense that there is so much corruption, disunity, betrayal etc within their own 'ummah' and they cant bare the fact that they're incapable of doing anything. Islam teaches them unity, brotherhood etc. Muslims, as they will tell you themselves, have become dishonoured and they hate that. They hate it when they see another Muslim dying or getting abused in any part of the world and this is where ISIS comes into play.
Some Muslims want to be very actively involved in bringing an 'Islamic golden era' back into play. They think with their emotion a lot and when ISIS releases these well done promotional materials then it gets to their head. They finally have a state! The caliphate is back! But wait, they're in their comfortable homes amongst disbelievers? but why? They want to be involved and finally protect other Muslims and they are willing to do anything to achieve that target/goal. They want to make Islam the greatest thing for them in the world and the death of a martyr in Islam is the greatest of deaths. I could go on and on about it but there is too much to say. You have to be in their boots.