"They have a lot more tools at their disposal to track people down than you might think."
None of which placed him on their radar.
Its like the NSA hoovering up all that metadata. The NSA had the phone calls made by the Yank who was coordinating the Mumbai attacks with Pakistan; both before and during. It was there all along to be found only afterwards.
He was caught 'cause a suspicious neighbor overheard him talking. He was intercepted on his way to the Jyllands-Posten, and in custody assumed that they'd made him for the Mumbai attack. They hadn't, not until he confessed. And then they saw that all the data was in their vast unsearched haystack waiting to be found.
The same with Salling. The police's cyber-crimes unit busts him only after the guy has bragged and shared his stash with a female who turned him in. All that downloading and they didn't have the first clue, until he told someone who wasn't involved.
They have a lot of tools. But the one they depend upon is the guy who can't refrain from talking about his activity until someone tips off the "experts."