I think belief in conspiracies serves the same end as wishful thinking -- we can blame others for creating the evils of the world. Us-vs-them thinking also serve our need for being surrounded by 'friends', something you can do only if you have enemies. So inventing conspiracies and enemies are great ways to give yourself comfort amid a messy largely random world you can't control. If only we could get rid of our enemies, our world would be a much better place.