On a psychological level, it is comforting to think of events as part of a wider plan rather than down to chance. If we stop to think about it, the complexity and randomness of the world is all-encompassing and terrifying. It is much more calming to think of the world as predictable. This is even more common in the modern age, in which people feel increasingly removed from any sort of community or belief, leading to feelings of anxiety. These anxieties can be calmed by conspiracy theories. For many it is cognitively pleasurable to see seemingly terrifying world events (such as 9/11) as part of an ongoing global conspiracy. This is the same instinct that has led people to turn to religion - a fear of the randomness of life and our corresponding mortality. People are inclined to believe in conspiracy theories simply because the alternative is terrifying.
[P1] It is scary to think of world events as random and complex. [P2] It is more comforting to think that things are part of a wider conspiracy.