Same reason that people believe them, they like to make them up. Particularly if you can then sell your theory to others. I think there's five reasons. People are stupid. Sad, but true.
People are stupid and they like gossip.
Tell them something that sounds even remotely possible and assure them it's true and they'll bite your hand off swallowing it. Just don't ask them to think for themselves. People, while stupid, like to think they're smart. So smart that they're not falling for that official fodder for the masses that the government pumps out. Noooo, they can see through that stuff.