This is a conspiracy I just can't figure out. Every government agency will do anything it can to increase its power and budget. Even a hint of life on Mars and suddenly NASA's budget would be tripled.
You can't think about this in a rational state of mind and have it make sense; the atypical conspiracy theorist, operating in a highly piqued paranoid state of mind could give you a whole slew of valid (to them) reasons, ranging form 'secret deals' struck between our gov't and the Martians in return for goods and services to 'protecting' us (the people) from a most surprising and perhaps disturbing 'truth'.
To be a *good* conspiracy theorist, you have to think inside the box.