The alternative is that the world is random, chaotic and ultimately absurd. It is the point argued by existentialism and something a normal healthy mind rejects.It's really interesting, isn't it? (I mean apart from any specific example and whether it's true or false or partly true.....)
I guess some people feel that there "must be" someone who's in control of everything; that things "just can't" be random. So they either become religious, or they believe in some secret conspiracy of those who are keeping the truth from the rest of us. In a way it's a comforting belief that someone out there actually has a plan.
Plus, also, they often don't have a well-developed way of evaluating whether something makes sense, even on its own terms. I remember Joe Rogan talking about how the moon landing was faked (he's since changed his public position on that, and I am not sure he was ever sincere about it), and the question he would never address was "so how many people are in on it?" (Plus I guess also "how come the russians didn't expose it?"). People who go for this kind of stuff instead focus on some tiny detail, like it looks like there's something wrong with this one photograph or something, and just pretend not to hear those two bigger questions. In this respect it seems like it could be related to problems of intrusive thoughts.
It is the point at when people are cynical (in the modern sense) enough to see through the normal day-to-day assumptions, but not to enough to reject the ones that suit them.