Holed up in an Orlando nightclub and surrounded by police, Omar Mateen told a hostage negotiator that he was angry about the death of a top Islamic State operative, according to recently released transcripts of their phone conversations during Mateen’s massacre earlier this year.

The new details of the conversations, released by Orlando Police last week, show Mateen had more than a passing interest in Islamic State, counterterrorism experts said. He specifically singled out the death of Abu Wahib, one of the more visible...