The incentive is more legal than economic. Everything terrorists do is within the law until they take the specific act of trying to kill people. Joining a terrorist organization is not illegal. Recruiting people into a terrorist organization is not illegal. Speaking out in support of a terrorist organization is not illegal. Wanting to kill innocent people because they're the wrong race or religion and talking about it day after day after day is not illegal. There are good reasons for this.

So basically, nothing that terrorists do is illegal until they actually go out and try to kill someone. The FBI can use a person's history of lawful activities to find people who match the profile of someone who is highly likely to commit a terrorist act in the near future and offer them a fake bomb and a ride to the nearest synagogue. When that person pushes the button, that establishes the intent to commit a crime. It's no different than going up to a guy the police think is a drug dealer -- because of the clothes and the way he acts and other lawful activities -- and asking if he'll sell them any drugs. It's not entrapment unless the police really screw up their approach.

As for the economics, consider the alternatives. Waiting to see if the terrorist would use a real bomb carries a high risk, and the terrorist would be less likely to be convicted than in the case of a FBI-provided fake bomb. The court system has exonerated terrorists with strong evidence against them like Sayyid Nosair and Sami al-Arian because they claimed to have been oppressed and persecuted for being Muslims and found sympathetic juries. The fake bomb plots with their careful establishment of identity, motive, and criminal action have all gained convictions.