Why do we enjoy conspiracy theories as entertainment?

Erin Morrow from our class answered my question today in the comments, and I thought would give her answer its own post so that others can chime in the same place.

Here's what Erin wrote:

"with regard to Professor Pasley's question in class today as to why we enjoy learning about conspiracies...
There are some conspiracies which I'm afraid to believe, and it's these same conspiracies which I'm afraid NOT to believe. These are the CT's I like learning about most. Maybe it's just exciting to think about these ideas, but I also feel for some reason that there are some ideas I should know about even if I don't want to or am skeptical."