I can't really say why, but I think the common thread they share is they get lost following a path of information that becomes self-referential - and rather than seeing that as a flaw, they apply a kind of naive mathematical reasoning and assume that because they ended up back where they started it proves the whole system is consistent - and that's therefore a good and universal truth.
If you've ever listened to any significant amount of Coast to Coast AM, you've probably heard any number of conspiracy theorists and paranormalists justify and build their books and beliefs upon the books, beliefs, or incidents of others. My untested hypothesis is that if you unraveled all those interdependencies and book citations, references, etc. you'd end up with an entirely self-contained cloud of "evidence" that is disconnected from objective reality.