I wouldn't worry about it too much.  Among most conspiracy theorists, providing evidence contrary to their beliefs will only make their beliefs stronger, and this is usually proportional to how good the counter-evidence is.  If it doesn't make them think the first time, it likely never will.

That being said, they're already paying for their mindset in real life, and how much they pay is proportional to both the time spent and how public they are with it (e.g. are they just sharing their beliefs anonymously, or are they sharing them with friends, family, coworkers, etc.?).  The more they dive into the conspiracy, the more it will take a toll on their social success, financial success, and overall life satisfaction.