The bodies of five militants behind a deadly attack on a Bangladesh cafe have still not been claimed a month later, police said Monday, as tens of thousands took to the streets to protest against extremism.

Relatives of the men have spoken of their shock and horror at learning of their involvement in the siege in Dhaka's Gulshan neighbourhood, in which 20 hostages were killed – many of them hacked to death.

On Monday tens of thousands of university and college students across the country stood in silence and formed human chains in front of their schools.

"No terrorism, we want peace. We want life without fear," read one banner at a women's college in Dhaka.

Authorities have launched a nationwide campaign to shame those behind the attacks.

Clerics at the mainly Muslim country's more than 300,000 mosques have been asked to give sermons on why Islam forbids killing.

Police said the bodies of nine other men allegedly from the same group who were shot when police launched a raid on a militant hideout on July 26 are also still being stored at a state hospital.

"No relatives came to us or officially applied for the bodies of the 14 extremists," Dhaka Metropolitan Police spokesman Masudur Rahman told AFP.

Sohel Mahmud, a forensic doctor at the Dhaka Medical College Hospital, said several families had come to identify the bodies.

"But no one wanted to take them home for burial," he said.

Police gave no official reason, but officers speaking on condition of anonymity said the parents of the extremists were overwhelmed with guilt.

Six of the young men were from well-off Dhaka families, among them 18-year-old Rohan Imtiaz.

READ: Bangladeshi rich kids who grew up to be extremists

His father Imtiaz Khan Babul told AFP he was "stunned and speechless" to hear of his only son's involvement in the carnage and apologised to the nation.

Abdus Salam said his brother Mohammad Abdullah, one of the nine killed in the shootout with police, had betrayed the family and his country.

"That's why we don't want to take his body," he told reporters last week.

READ: Bangladeshis who died in Dhaka attack were Monash Malaysia students