Answering this question is sort of difficult because there's no way to say that they didn't consider it behind closed doors, a lot of extreme ideas were thrown around at extreme times but there's more to play than just a desire to actually carry out the attack. These can be broken down roughly into these factors, a lack of capacity, risk of breaking an unspoken agreement with the IRA, the risk of retaliation and the potential ramifications of attacking US citizens.

To explain all of these we have to look at the general history of the Ulster Volunteer Force(UVF) and Ulster Defence Association/Ulster Freedom Fighters(UDA/UFF). The UDA was formed as a unification of several 'defence associations' that had formed in the rioting of 1969-1971, with it being formed in 1971. It had an initial meteoric rise quickly becoming the largest paramilitary organisation in Northern Ireland, and if its claimed strength of 40,000 by 1972 then it would have been larger the British army presence (14,300 regular BA and 8,500 UDR) and the RUC (4,257 full time, 2,134 reserves) and was actually in a strong position to be absorbed into the security apparatus as part of the UDR or another reserve, or in a doomsday scenario provide an independent Northern Ireland with a fledgingly army to defend itself. The UDA was rivalled in size only by the Catholic Ex-servicemen's Association(CESA) which stood 20,000 strong in 1972 primarily but not totally made of up of veterans of the British army. Despite CESA's military stock it was not treated equally with the UDA, who was able to get talks with the Army while CESA was ignored, the UDA reached its zenith in these months conducting joint patrols with the Army and policing practically all of the Protestant barricades in Belfast and Derry, CESA did the same in the Catholic areas and also provided stewards for the civil rights marches. Times quickly changed however, the UDA was quickly abandoned as a potentially ally by the government and CESA came under vicious assault, its members killed both by undercover army units stoking sectarian flames and by a new organisation, the UFF. While large, the UDA was unwieldy and so a decision was made to create a new group internally to carry out offensive actions, this group became the UFF and it quickly garnered a reputation for sectarian slaughter, the use of the UFF as a cover allowed the UDA to remain legal despite many of its members being convicted of crimes until the mid nineties. The UDA transitioned into an offensive group, something CESA failed to do and it soon collapsed allowing the IRA to become the pre-eminent force in Catholic areas. Now the UDA had never been an 'elite' or well trained force, though ex and currently serving soldiers had provided training as time progressed the UDA quickly lost effectiveness and expertise, it preferred shootings to bombings and could rarely muster anything bigger than a pipe bomb although some experienced makers did exist that the UDA the gun remained prime.

The UVF was formed a few years before the conflict began, envisioned as group that could take the fight to IRA it quickly killed an innocent Catholic and an old Protestant woman and got itself made illegal but quickly returned to prominence in the violence of 1969 onwards. Unlike the UDA the UVF desired quality and secrecy and was organised more similarly to the IRA than its loyalist cousin, the UVF's better capacity is no more demonstrated than in the 1974-75 UDA-UVF feud which started after a UDA member killed a UVF member, the feud lasted several months(and by some counts into 1976) with many killed, mostly members of the UDA. During the same time period the UVF was responsible for the Dublin and Monaghan bombings, the deadliest day of the conflict in 1974, many of those involved held joint membership of the UVF and UDR and there was heavy suspicion that the bombing was aided by the BA due to the bomb being far more advanced than what the UVF had used before. The UVF began and ended the conflict as the more secretive, selective, smaller and elite of the two paramilitaries but like the UDA it's capacity quickly waned as time went on, it's bomb making skills were under developed and it too used shootings as a primary outlet of its violence, although that's not to say it didn't carry out bombings but they became less common as the years went on. Both organisations were greatly aided in the seventies by the fact that many of their members held dual membership of a paramilitary and a security force, primarily the UDR, although this too waned as time went on. The UVF also had two internal groups that came to prominence, the Glennane gang and the Shankill butchers. The Glennane game were an alliance of paramilitaries, soldiers and police officers based in a farm outside of the village of Markethill close to IRA stronghold of South Armagh and carried out many of the most brutal killings in the area including the Reavey and O'Dowd killings in which the gang attacked two Catholic families at the same time and killed 6. In perhaps one of, if not the darkest events of the conflict the next day the IRA retaliated by gunning down ten Protestant workers after taking them out of their work van. One of the first police officers to arrive was Billy McCaughey, a member of the gang who had been involved in the previous murders and later Eugene Reavey who was on his way to the morgue to collect the bodies of his brothers. The Shankill butchers were a group based around a loyalist named Lenny Murphy, they initial shot their victims like the rest of the organisation but soon took to torturing and mutilating their victims with butchers knives, attacking them and dragging them into their car to be tortured then or taken back to a chosen site. Murphy was extremely violent and clashed with and killed other members of the UVF, after an attempted driveby on a Catholic he was arrested but his gang carried on killing, until they finally messed up and left a victim alive who could identify them. They were arrested though Murphy was not implicated. Five years after the capture of the gang Murphy was released and quickly got back to violence, killing other members of the UVF first,but after a soldier was kidnapped by the IRA he kidnapped a Catholic who he tortured to death despite wanting to use him for an exchange. The IRA killed Murphy less than a month later, likely with the help of UVF members who viewed Murphy as out of control.

This is all to give a general idea of what the two main loyalist groupings were like during the conflict and how they simply couldn't carry out an attack in the US. Now I'll go through the factors and explain them more generally.

Lack of capacity - Neither organisation had the bomb making skills to send a member over to the US to build a bomb, or the US based networks to recruit a member who could do it for them. Unlike other conflicts the troubles found the IRA having some level of support from almost all political factions, strengthened by the IRA's tacit balancing of the green(nationalism) and red(socialism) or its ideology, loyalist paramilitaries simply couldn't get a toe in the door to build connections. They did however have success in counties like the Netherlands and Lebanon where Protestant fundamentalists and ironically Maronite Catholics became partners in arms deals, this actually did give the conflict a sort of global dimension as the IRA forged links with the likes of the PLO and anti-apartheid ANC/MK the loyalist built links with phalangists, Israel and apartheid countries like South Africa and Rhodesia.

Breaking an unspoken agreement with the IRA/Risk of retaliation - if you look at a map of IRA attacks on the UK you'll notice a fairly clear pattern, basically none occur in Scotland or Wales which the IRA posited as oppressed brethren. Scotland also provided a huge source of revenue for the IRA who raised money amongst the Irish diaspora there, the loyalists meanwhile raised money amongst their cousins across the sea. Both sides couldn't risk the authorities cutting off this revenue stream and so both tacitly agreed not to go after each other in Scotland. If the loyalists attacked the US based diaspora the IRA would have likely retaliated with attacks on the Scottish supporters of loyalism. In 1976, the Kingsmill massacre had caught the loyalists off guard, they didn't expect the IRA to retaliate in such a fashion, the massacre was practically a gauntlet thrown at the feet of the loyalists daring them to escalate, the killings slowed. In 1994 the INLA killed 3 members of the UVF, a day later the UVF shot up a Catholic bar killing six civilians, the IRA retaliated by killing a leading UDA member, the UDA tried to shoot up another bar but failed, the IRA shot two UDA members in retaliation, the UDA killed 3 Catholic civilians in retaliation, the IRA unleashed a wave of bombings on loyalist bars.

Potential ramifications of attacking US citizens - This one is fairly obvious, loyalists were fairly isolated on the world stage and the US had a pro-Irish leaning, a sudden bombing by loyalists in the US could have swung public opinion viciously against them, the US had used its influence to force the Anglo-Irish agreement and was a major part of the final Good Friday agreement so it wasn't unlikely that if something had given them a reason they would have more closely intervened, not as far as demanding a UN occupation or that extreme but potentially forcing the UK into negotiations with the Republican movement.