Quote Originally Posted by WiccanLiberal View Post
Some people have a greater predilection for believing some amorphous "they" are responsible for bad things. The NYT article is a good overview. http://www.nytimes.com/2013/05/26/ma...ries.html?_r=0 Why Rational People Buy Into Conspiracy Theories

They found, perhaps surprisingly, that believers are more likely to be cynical about the world in general and politics in particular. Conspiracy theories also seem to be more compelling to those with low self-worth, especially with regard to their sense of agency in the world at large. Conspiracy theories appear to be a way of reacting to uncertainty and powerlessness.

The brief quote above is a pretty good summary.
Conspiracy theorists feel like they have information no one else has. Like they are part of an elite group. Only they understand how the world really works.