People considered terrorists by the government will not contact or speak with journalists if they can't trust that their conversations with the journalist will not be seen by the government. It's not a matter of "just don't go on the record." The source presumably has built up trust in the journalist and trusts their judgement to not compromise the source. An example that comes to mind is Robert Fisk interviewing Osama Bin Laden in 1993. The interview was on the record. He was even at the time a major world figure. People wanted to know what he had to say. He would presumably been unwilling to do the interview if he thought that the CIA would seize Frisk's notes determine his location and assassinate him.