A conspiracy theory is a complex, alternative explanation for the truth.
By definition, they're not true. Of course there are plenty of things that are the result of conspiracies. Call them conspiracy facts instead of theories. Countries, organizations and movies are often the result of people conspiring together, sometimes in secret. But the facts don't fascinate us, the theories do. (And while I have no doubt that there is widespread deception and a lack of transparency, I'm interested today in understanding why these theories spread and stick).
People don't embrace them because they're true, they embrace them because they are more satisfying, they show agency and intent, and they provide a level of solace by implying external causes to significant events.
At the heart of the marketing of a conspiracy theory is that it must be non-falsifiable.
A key tenet of science is that every useful and productive thesis and theory must be able to be proven wrong. For example, if you say, "I have ESP, but it only works if no one is testing or tracking my results," then of course it can't be disproven. If you say, "Columbus set off on his journey because a voice came to him in the middle of the night and told him what to do but he never wrote it down nor told anyone," then we must either take your word for it or move on. No room for science here.
Which is how they market conspiracy theories. Take a look at the many theories about 9/11 or the 12 men in Geneva who run the world or the Kennedy assassination or UFOs and what you'll see each time is that as soon as anything appears to disprove part of the theory, the theory changes. What is being sold is doubt, not proof. Doubt is something people often want to buy, particularly if it gives them comfort.
Marketers of conspiracies understand this, which is why they always lead with the doubt, always reinforce the doubt that we can't help but feel about just about everything. "Are you sure?" is almost always guaranteed to generate a 'no' as an answer.