Conjecturing it a conspiracy rather than a lone wolf/lone gunman because there was so much other activity by people and government(s) is very compelling at first. However, I have heard the coverup type activities ascribed particularly to government as rather predictable, even if it wasn’t a conspiracy, because that’s what a lot of people in power do when they don’t want to be blamed for an incident or problem. If they have the ability to cover their mistakes and hide any associations with people surrounding it, they will. Particularly in a case like the assassination of a popular president. Nobody is going to want that pointing back to them, even in any small way.
However, it’s the gestalt of the whole thing that is so mysterious. The stone-walling, covering up, and burying activity seemed so pervasive both vertically and laterally that it seems almost impossible for it to have been this effective for this long. It can’t be explained by everyone just wanting to disassociate themselves from it.
Personally, I think the whole coverup and veil of secrecy around the JFK assassination has been part of an orchestrated strategy to turn a corrupt mediocrity of a president into a martyr and an iconic historical figure.