Per Wikipedia, Jihad was the reason for the mass murder. They write:
A series of trial exhibits indicated that Malvo and Muhammad were motivated by an affinity for Islamic Jihad.
Exhibit 65-006: A self-portrait of Malvo in the cross hairs of a gun scope shouting, 'ALLAH AKBAR!' The word 'SALAAM' scrawled vertically. A lyric from Bob Marley's Natural Mystic 'Many more will have to suffer. Many more will have to die. Don't ask me why.'
Exhibit 65-016: A portrait of Saddam Hussein with the words 'INSHALLAH' and 'The Protector,' surrounded by rockets labeled 'chem' and 'nuk.'
Exhibit 65-043: Father and son portrait of Malvo and Muhammad. 'We will kill them all. Jihad.'
Exhibit 65-056: A self-portrait of Malvo as sniper, lying in wait, with his rifle. 'JIHAD' written in bold letters.
Exhibit 65-067: A suicide bomber labeled 'Hamas' walking into a McDonald's restaurant. Another drawing of the Twin Towers burning captioned: '85 percent chance Zionists did this.' More scrawls: 'ALLAH AKBAR,' 'JIHAD' and 'Islam will explode.'
Exhibit 65-103: A lion accompanies chapter and verse from the Koran ('Sura 2:190'): 'Fight in the cause of Allah those who fight you and slay them wherever ye catch them.'
Exhibit 65-109: Portrait of Osama bin Laden, captioned 'Servant of Allah.'
Exhibit 65-117: The White House drawn in crosshairs, surrounded by missiles, with a warning: 'Sep. 11 we will ensure will look like a picnic to you' and 'you will bleed to death little by little.'
Exhibit 65-101: Malvo's thought for the day: 'Islam the only true guidance, the way of peace.'"Tomorrow however, Allah's servant John Allen Muhammad will be strapped to a gurney in a Virginia prison and it will be lights out for the beltway sniper. For some strange reason, however, Muhammad doesn't appear anxious to reap his 72 virgins and frolic with Allah in the Garden of Erotic Delights: he has been appealing his conviction and pressing for a stay of execution. Perhaps he is rethinking this whole martyrdom thing. If so, it's a bit too late for that, Muhammad. Salaam!