People don't "believe conspiracy theories". That is a misunderstanding of sheep who deny conspiracy theories. To people like you it makes sense to put everything into a box and judge the box as a whole. People who think for themselves will analyze every claim on it's individual basis. They don't believe or disbelieve something simply because it is a conspiracy theory. So it doesn't make sense to ask "why do you believe in box of things labeled conspiracy theories?". They simply don't.

Each conspiracy theory they believe in is unique and they have reasons for believing it, and only it. And there are conspiracy theories they don't believe and they have reasons for that, relevant to only that conspiracy theory. They recognize that the often used claim by sheep "that is a conspiracy theory" implying that it must be wrong because it is a conspiracy theory is incredibly stupid.