I have my own theory on that and it's the same reason people believe in conspiracy theories. I think superstition, religion, conspiracy theories all have one thing in common: it's the explanation that random things we can't control are actually the result of someone else pulling the proverbial strings. I think some people need to feel like the world isn't chaotic but rather there is some hidden order to it. I think it gives them a sense of comfort, maybe even control over circumstances they ordinarily couldn't control.