The gunman authorities say massacred 49 people at an Orlando nightclub had proclaimed he wanted to be a martyr, traveled to Saudi Arabia and alarmed co-workers with claims of links to extremists—troubling hints of a homegrown terrorist but not enough to lead the Federal Bureau of Investigation to conclude he was a clear threat.

FBI Director James Comey, disclosing new details of Omar Mateen’s background Monday, said Mateen took trips to Saudi Arabia in 2011 and the following year, though Saudi and U.S. investigations found...