Note that Thailand and the Philippines are also on the list.

Why? I would assume it's because both of these countries have their own little Chechnyas -- i.e., Muslim-dominated provinces that are "hot-spots" for radical Islamic separatists who like to blow things up. So it's not a judgment on the two countries, or even a judgment on Thai and Filipino Muslims in general. It recognizes, however, that both of these countries have regions that might be exporting mujahideen.