There are many mysteries in history, the details of which we are unlikely ever to know. Should we just stop wondering about them?
In this particular case, a confirmation that JFK was the victim of a conspiracy would have immense consequences. So, even though the chances of learning the truth are vanishingly small, I think it is worthwhile to at least keep a small sliver of doubt about the "official" version of events alive.
I believe in Occam's Razor for narrowing down the possible explanations of most natural events - but this was not a "natural event": it was the product of human will and human action. As such, it is permissible to "multiply possibilities" a little.