Conspiracy theorists need a fantasy to live.
Its a way to explain everything in their own lives and also feel like they are "in the know".
When a fantasy is shattered, it means they really are powerless and it is their own fault and things do "just happen".
There is also a great amount of financial gain in exploiting a paranoid conspiracy driven market.
The books, TV shows, etc are all good money makers, these people are naive enough to let others take advantage of them.
I've watched people go to DU and screw with them by claiming to be supporters or agents for PNAC.
Naturally the DUmmies believe them.