Why? Because they conceived of their attack as a religious act. No doubt they were praying for success, and to be accepted as martyrs in Islamic Paradise. From Australia's [1] The Advertiser, with thanks to Nicolei:

THE Muslim militants accused of bombing Australia's Embassy in Indonesia stopped to pray at a mosque next to a government ministry moments before they carried out the attack, police have revealed.

The disclosure came yesterday during a police reconstruction of the group's alleged movements ahead of the September 9 blast.

The attack killed 10 people, one of them apparently a suicide bomber, and injured more than 100.