There is a big disparity between the bragging of many Islamic nations and their actual abilities. In part it's due to corrupt leaders, unworthy and incompetent military officers, low level of education through large parts of society, and other reasons. This gives them very fancy military parades with great looking dress uniform, but the incompetence of the officers and corruption of government often leads to the phenomenon you described.
War is not a solution. What Muslim countries should do, in the present scenario of the world, is to give political and moral support not only to Muslims but to all those who are suppressed. This is what Islam teaches us. Jihad is to deal with the enemies of humanity and Allah in a wise way and not in a foolish way.
Because they are not stupid, they know they can't win that way, so they fight the best way they can, guerrilla war fare style. The US did the same thing to England at the beginning of the revolutionary war. It works.