It’s a complicated world that has a tendency to make people feel powerless. But if you’re somebody with “secret knowledge” you suddenly have power. It also helps that conspiracies really do exist, backroom deals, bribes, organized crime, these things really do happen. Pavlov showed, random positive reinforcement is the most effective way to reinforce behavior, which is exactly what real world conspiracies provide to the theorists.
That, and in JFK’and RFK’s cases, they were loved by millions, but their were also lots of people from all walks of life who for various reasons were pissed off at them and the Kennedy family, many with good reason, who would take out a Kennedy or two if they could get away with it. That could explain were some conspiracy theories originate from.