The thing is, real life is chaotic and messy. People are fundamentally unpredictable on an individual level, and there are huge numbers of loose ends from any interaction or event. Think about how closely Oswald's life and his actions in the days before the assassination have been probed into. Think about how closely the activities, words, and connections of the president, the investigators, and Oswald's eventually murderer have been read into. We have generated a staggering amount of data about the shooting itself and the events leading up to it. Audio recordings on low quality media have been ripped apart by acoustics experts with high powered software. Films have been examined for anomalies, frame by frame, down to the grain of the film stock. The number of discrete pieces of informations are uncountable. When you start looking at an event with hundreds of direct and thousands of indirect participants at this level, you will see a huge number of things that seem strange or coincidental. This is just the pattern matching part of our brains attempting to sort huge amounts of chaotic data into recognizable structures.
We are very strongly evolutionarily inclined to identify motives. It is essential to multiple parts of our species' survival and reproductive strategies. When presented a complex, dangerous, and inexplicable force, like the weather, for example, we are prone to personify it as a being, so that we can try to intuit its motivations and possible thwart them or placate it. This is how early societies developed spirits and gods to govern important but uncontrollable phenomena. We'd rather think we'd offended a god we can placate or that we've attracted the attentions of a demon we can ward off than to believe we are powerless.
When you apply this to the weather or disease, you get spirits of plague and storm. You get fairies blighting crops, and child killing devils. When you apply it to history, you get conspiracies. And active intelligence, that transforms history from a series of inexplicable and frightening events into a recognizably motivated set of intentional designs. These instinctive drives make the conspiratorial view of history deeply compelling, but they don't align with objective reality very often except by chance.
