The main reason for conspiracy theory is that human beings will cling to any rationale that allows them to save their feelings when reality tells them that they are wrong. These theories allow small men to dream big, to pretend that they are in the know, and smarter than those mean, pesky facts.
...and because of this, there are those men who seek to profit from this gullibility. Alex Jones, Art Bell... Tucker... these slimeballs devote entire networks to tell these poor rubes that their hurt fee fees are caused by... ummm... reasons, and that if you'll only believe harder, then you won't ever have to admit that you've been a fool.