"The individual is handicapped by coming face-to-face with a conspiracy so monstrous he cannot believe it exists." [J. Edgar Hoover]
As a result, when someone brings up some "conspiracy theory," suggesting that people in "our" government have committed theft, torture, murder, etc., part of us doesn't WANT it to be true. We WANT to be able to dismiss it as nonsense, rather than face the possibility that there are some people with a LOT of power who don't at all mind torturing and killing other people.
Recently a story broke -- though not very loudly in the mainstream media--that six nuclear warheads had been "accidentally" flown from North Dakota to Louisiana. ("Oops, how did that get in my suitcase?") Some have argued that that simply can't happen "accidentally," and have gone on to suggest that the nukes may have been intended to be part of a surprise nuke-attack on Iran. (The feds say the nukes were about to be "decommissioned.") Well, someone in the Air Force spilled the beans, and the military higher-ups feigned shock and outrage, and said the matter would be
"investigated."