What you both seem to miss is that the guy was charged with attempt of mass murder. And he was guilty of an attempt the very moment he asked the agent to sell him explosives.
Everything that followed was simply gathering evidence to make that provable to the court. FBI didn't help him commit any additional crimes beyond what he was already guilty of when he contacted them.
EDIT: Say, Form, what, in your opinion, would be the correct behavior of an intelligence agent or a police officer who is contacted by a wannabe terrorist intending to blow something up?