9 Reasons People Believe In Conspiracy Theories
6. Anxiety And Powerlessness

There is an argument to be made that the tendency for conspiratorial thought is borne from a feeling of powerlessness and anxiety in the face of uncertainty. As a species, we're not good at uncertainty, and like to put things in boxes, spot patterns where there are none, and draw conclusions despite having incomplete evidence.
At least one study has found a link between anxiety and conspiratorial thinking, and others have found that uncertainty and a lack of control makes people more likely to endorse conspiracies and spot patterns that aren't there.
Many of the issues that are subject to conspiracy theorists are alarmingly complex - massive geopolitical upheavals, global health crises, economic upheaval - and are generally situations in which we as individuals have little agency.
In the face of overwhelming complexity, which can make one feel powerless, it is much easier to try to attribute a single cause (i.e. the government did it), particularly in situations that are actually beyond our control.