Why a depressed loner like the Nice lorry-driver might wish to be associated with a terrorist organisation

Sounds like Mohamed Lahouaiej-Bouhlel was just feeling suicidal and decided to dedicate his suicide to ISIS. While known to the police, he was not known for his terrorist connections. Those intending to commit suicide would be aiming for maximum publicity, even if they had never previously had any terrorist connections.

If a suicide "dedicated" his suicide to ISIS, he would make his suicide and therefore his life more meaningful and also generate more fear by being identified with a group of terrorists who are very much alive rather than being a mere suicide whose life has already been extinguished.

https://uk.news.yahoo.com/moments-truck-hits-crowd-042031067.html

http://www.heretical.com/sgs-2013/sprees.html explains the spree killer's mindset and relates it to the marginalisation of the beta male in the West.

https://en.wikipedia.org/wiki/Running_amok

A widely accepted explanation links amok with male honor (amok by women is virtually unknown). Running amok would thus be both a way of escaping the world (since perpetrators were normally killed) and re-establishing one's reputation as a man to be feared and respected.  Some observers have related this explanation to Islam's ban on suicide, which, it is suggested, drove Malay/Indonesian men to create circumstances in which others would kill them.

http://www.lemonde.fr/police-justice/live/2016/07/15/en-direct-plusieurs-morts-a-nice-apres-qu-un-camion-a-fonce-sur-la-foule_4969598_1653578.html?highlight=298429174

https://www.theguardian.com/world/live/2016/jul/14/nice-bastille-day-france-attack-promenade-des-anglais-vehicle

Which is more frightening?

a) There are many men in the West who will think of committing suicide and going out in a blaze of glory like Mohamed Lahouaiej-Bouhlel and Elliot Rodger. http://thevoiceofreason-ann.blogspot.co.uk/2014/05/the-first-two-parts-of-this-diagram-was.html

There were 4,623 male suicides in the UK in 2014.

Female suicides have fallen by almost 40%, from 2,466 in 1981 to 1,486 last year. Powell said some of the decline could be a result of changes in the workplace and home which had improved life for many women but left men unsure of their role.

https://www.theguardian.com/society/2015/oct/31/social-media-campaign-male-suicide

It is not hard to guess why men these days kill themselves more than women and want to change sex to become women, is it?

Powerlessness and deprivation are exacerbated today by the ability, boosted by digital media, to constantly compare your life with the lives of the fortunate (especially women entering the workforce or prominent in the public sphere: a common source of rage for men with siege mentalities worldwide). The quotient of frustration tends to be highest in countries that have a large population of educated young men who have undergone multiple shocks and displacements in their transition to modernity and yet find themselves unable to fulfil the promise of self-empowerment. For many of them the contradiction Dostoevsky noticed between extravagant promise and meagre means has become intolerable.

https://www.theguardian.com/books/2015/jul/24/how-to-think-about-islamic-state

b) There are Muslims in the West who do not agree with Western foreign policy and may use violent means to make their point.