People always have a framing story or perspective or viewpoint or system prompt for how they understand facts and events.
If you want to influence beliefs you have to understand the framing story that a person is using - even when that framing story is invalid or untrue.
Also, if you want to influence beliefs, you have to provide some emotional validation. You can't remove a load bearing core belief from someone's story, you can only replace it.
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Another partial explanation is trauma - you can think about 'conspiracy theories' in a number of ways, but these low information, high satisfaction theories often arise after traumatic experiences. You can't properly address the facts of the situation while a person is hurting.
We should expect to see more conspiracy theories after natural and unnatural disasters. Think wildfires caused space lasers, floods caused by cloud seeding, storms caused by radar installations, melting of steel beams by various means. The people who believe these things are generally not having a good time in life.
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BONUS Link: Tim Minchin - Confirmation Bias