User blog comment:Mr. Xemnas/Fin Fang Foom for Iron man 4 WHO'S WITH ME!!/@comment-4651179-20130224021023/@comment-1895174-20130224202152

Because the production crew has already stated that he uses such symbols for his own purposes.


 * It’s less about his specific ethnicity than the symbolism of various cultures and iconography that he perverts for his own end
 * -Kevin Feige

The better question would be an Afghan "terrorist" (or at least one operating in Afghanistan) would call himself the Mandarin in the first place.