We want to catch him because he is a leader, because he leads people to blow up Americans, killing any and all passers by, the more the better. Because he thinks killing Americans is a holy duty, and he's charismatic enough that thousands of others want to follow his orders, even if he is living in a dirty cave. We want to catch him because his followers believe that we CAN"T catch him, because he is protected by Allah, and so invulnerable, particularly invulnerable to any efforts by us, the infidels. Finally, in all these reasons, we want to catch him because we think it will make us feel better, that we will feel we have avenged the deaths of 9/11.