Conspiracy theories are great, because they are self-contained, when it comes to evidence. Any and every piece of evidence against the conspiracy can be easily dismissed as a fabrication, committed by the conspiracy. Lack of concrete evidence for the conspiracy can be equally easy explained by - you guessed it - the conspiracy cover-up. You can't lose - and there's no need for rational thinking at all. All you need is a childish belief, that governments are magical and thousands of people involved never run their mouths, or make mistakes...
"The fact that a believer is happier than a skeptic is no more to the point than the fact that a drunken man is happier than a sober one." - George Bernard Shaw
