Some of them are probably born psychopaths looking for a thrill. Others are likely to have been socially alienated for various reasons. First-generation immigrants, meaning those born in the new country to immigrant parents, often find that they belong neither to their parents' original culture nor to the one they are born into.

A "middle-class home" doesn't quite accurately describe the situation. The parents often have a hard time understanding the challenges their children face, because it's so different from their own upbringing. Now if these socially maladjusted kids happen to also be not too bright and somewhat gullible, they are easily preyed upon by those who would exploit their alienation.

If the parents are Muslim, the kids may want to "find their roots" by exploring Islam somehow in their early adulthood. But the Islam they will be exposed to in their new country is typically very different from their parents. They however have no way of knowing that. It's no secret that mosques in the West are breeding grounds for extremists. Syrian refugees for instance, often find the mosques in Germany too extreme.