The simple psychological reason why people prefer to believe in conspiracy-theories:
People want security, people want answers.
From the many, many available religions, people pick a religion that makes them happy. Some people are so picky about which religion to choose, that they end up picking none at all.
Why do people believe? Because it gives them answers, because it gives them purpose, because it gives them security. Because it makes them happy.
Conspiracy-theories fit into the same pattern. Out of the many, many possible explanations, people pick the one that makes them happy.
They pick an explanation that gives them answers they like.
They pick an explanation that gives them purpose: If there really is a conspiracy of evil, then you have a purpose in life. The mere existence of that evil means that they are special. The mere existence of this evil means that they are automatically heroes.
But only if Big Evil exists. If there is no Big Evil, then you aren't special. Then you are a nobody, just like everybody else.
The US MUST be an evil empire, the root of all evil. Or else you aren't a hero.
Hillary Clinton MUST be evil. Or else you aren't a hero.
There MUST be a pedophile-ring in the basement of that Pizzeria. Or else you aren't a hero.
But your belief/explanation is under constant threat: You are constantly exposed to things that don't fit into your explanation. And there is only one way to fight those things: Ignore them. Ignore them as hard as you can.
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