This is pure speculation on my part, as I haven't looked into any data to back this up, but I also believe that a lot of conspiracy theorists become conspiracy theorists, whether they realise it or not, for the sense of belonging and community that is perhaps lacking in other areas of their life.

I mean think about it - if you don't have a satisfactory social group, what better way to fill that void than by joining a group of hundreds or thousands that all think and feel the same way as you, and will gladly welcome you with open arms.

It's not about logic, it never was. It's about belonging. A strong enough emotion trumps rationality, just as people refuse to evacuate before a natural disaster because "it's their home".