There are a few reasons that people believe in conspiracy theories. Primarily, it gives them a sense of control. By comporting the chaos of reality into a narrow world view where big brother is the enemy and seeks to subvert your otherwise meaningless life, it provides one with a sense of purpose, understanding, and sense of control.
Secondly, it gives the believer the sense that he is superior to those who believe in things like facts. When contradictory evidence comes to light, it is either discarded or is magically part of the coverup.
Like most things mystical, if your beliefs are not changed by facts your beliefs are not based on reality.
Kids were shot in the face by a crazy kid, 2 boneheaded wanna be jihadists blew up a simple homemade bomb. Life sucks, deal with it.