Proof of life
If Osama or Saddam gave concrete, unambiguous proof that they were alive, it would serve to focus the attention of their opponents and provide additional material to bolster support for the respective wars against them. I think Saddam is likely playing it that way on purpose.
Bin Laden is, I think (with no real backing) dead, either in a charred cave in Afghanistan as a result of a bunker buster, or un an unmarked grave somewhere as a result of kidney failure. Keeping his image alive serves purposes for both sides.