Generally, we explain events to ourselves based on the circumstances of the individual situation (situational factors) or on the disposition of the people involved (dispositional factors). People have a tendency to over utilise dispositional factors when explaining things to themselves - for instance, if a date is late, we may be more likely to think we are being stood up than that their train is late, even if the latter is much more likely. This is fatal attribution error. Fatal attribution error is part of the underpinning of conspiracy theories. For instance, the conspiracy theories around the murder of Seth Rich take something that is most likely situational (a mugging-turned-murder) and makes it dispositional (Hillary Clinton is evil and therefore would assassinate someone tangentially connected to the DNC). Cognitively, we feel uncomfortable replacing a dispositional explanation with a situational one, which makes conspiracy theories difficult to let go of.
[P1] People are inclined to fatal attribution error - attributing things that happen because of situational factors on dispositional factors. [P2] People are inclined to believe conspiracy theories because they give dispositional explanations for events that probably happened for situational reasons.