This is observed post hoc rationalization behavior for a lot of subjects, but it's worth remembering that a lot of the kooky stuff from step 1 turns out to in fact be run of the mill lunacy, so there is some harsh survivorship bias.
In the Year Zero (before declassified documents) it's not a bad theory that a powerful arm of one of the superpowers in a very free nation could be used for clandestine purposes since the State has a lot to gain from keeping the free men (people) of that nation from knowing about what it is really up to.
Thankfully though we don't need to guess at this point since we have history to back us up.
Problem with intelligence agencies is no feedback to keep things same like you have when what people are doing is transparent. You don't have the assumption that sooner or later there will be an accounting. It's no one will ever know.