For the sake of my sanity, I'll tell myself this is some kind of troll job. Honestly, if he's for real, they should come and ask him some questions, and if he's unconvincing, put him on the register.

"I haven't committed heinous crime X, but I have incredibly strong urges to do so, I hang around with like-minded people, including those who have committed the heinous crime, and I think it's morally justifiable" is a pretty good risk indicator IMO.