People believe in conspiracies because they can see and perceive plausible inconsistencies in stories which do not add up.
If a person derides someone who questions narratives and authority, by mocking them, calling them derogatory names "nutter", "conspiracy theorist" etc - and does not actually answer any of the points brought up by the person doing the questioning - then the person who is advocating non-questioning group think/gang up behavior is an authoritarian thug.
The thugs are very common in government agencies. They know their power largely rests on people being uninformed, dis-informed, perpetually confused about reality. They especially don't want people to have any REAL belief in a Creator. Nominal belief is fine, but when you start questioning the foundations on which their power lies, then it can't be allowed.
I can't help thinking there are multiple reasons for belief in conspiracy theories.
Sometimes people just struggle to accept that, to paraphrase the slightly cruder version more normally used, "stuff happens". It's said that time exists so all the bad stuff doesn't happen all at once and space exists so all the bad stuff doesn't happen to you. When bad things happen to good people it's arguably more comforting to argue in favor of some big bad sinister organisation orchestrating it all, than it is to accept the implications summed up in Abba's song where they sing "The gods may roll their dice, their hearts as cold as ice, and someone way down here loses someone dear". Why does the healthy-living fitness fanatic end up diagnosed with aggressive cancer aged 33 while the guy who drinks and smokes heavily dies peacefully in his sleep aged 86? Maybe it is easier to believe in a global conspiracy than it is to consider the possibility that is arguably little more than the gods playing dice with our lives.
On the other hand sometimes official explanations leave gaps in them and obvious opportunities to fill in the gaps are outright rejected. Back in the days of Tony Blair's premiership in the UK there was a big stink about the MMR vaccine's safety. Much of the criticism of the researcher focused more on his methods of finding subjects than on the actual research, which seemed to miss the point. And, given the then Prime Minister had a young son who was of an age to receive the MMR vaccine it would have trashed all the objections in a heartbeat if he had simply provided proof that he had given his own son the vaccine. Instead he fudged and obfuscated, waxing lyrical about his son's right to privacy, thereby refusing to take the obvious path that would have shot down objections to people vaccinating their own children. Regardless of personal opinions of Mr Blair, had he shown that he trusted the vaccine enough to give it to his own child he would clearly have been putting his money where his mouth was. Instead he insisted it was good enough for the people (i.e. for our children) but steadfastly refused to disclose whether it was good enough for his child. Compare and contrast to the time that BSE was a concern and the then minister John Gummer was broadcast on TV feeding a hamburger to his daughter. Again, whatever one's opinion of Mr Gummer he demonstrated about as well as it was possible to demonstrate that he truly believed beef was safe to eat rather than just using lots of words backed by nothing.
Flipping around again I've come across a few conspiracy theories that replace flawed official stories with equally flawed alternative stories. Many of the 9-11 conspiracy theories require George W Bush to be a devious criminal mastermind while also presenting him as some kind of dozy half-wit who struggles to tie his own shoelaces. Other times they merely present "the mainstream media won't tell you this" as proof that their version of events is true, when it's equally possible the mainstream media isn't broadcasting it because it simply isn't true.
