It appeals to the base instinct in humans nature. Thinking people do not take the bait on this stuff.
Eh, I detest conspiracy theories too, but one of the basic motivations is to manage fear of terrible things (particularly a pathological fear of randomness) and attempt to make sense of the world.
Whether it’s JFK, MLK, RFK, 9/11, or this, it’s actually LESS scary in a lot of ways to believe it’s a giant, well-funded conspiracy rather than a lone gunman or small group of poorly-funded people.
People can’t stand the idea of horrible things happening without some grand overarching cause. The same is true of natural disasters - be it a hurricane, earthquake, or wildfire, it can’t just HAPPEN - it has to be Global Warming, or US Government nuclear weapons testing, or God’s punishment.