One of the possible reasons of people believing in conspiracy theories is because conspiracy theories actually happen.
You beat me to it - the Tuskegee experiment, Gulf of Tonkin incident, Operation Paperclip - those are just a few confirmed 'Conspiracy Theories.'
When the government has proven itself to be deceitful and untrustworthy, why would you believe the official story?
One of the many reasons I'm deeply invested in anonymous crypto's (see signature below).