There was a quiz I took not long ago about finding the hidden picture in the obvious picture and it had you tell what you see first. People who tend to be more literal and pragmatic pick the obvious picture. People who are good at abstract thinking pick the hidden picture.
People want to put down conspiracy theorists as stupid or crazy or whatever. I think conspiracy theorists come in all sorts of intelligence levels and degrees of sanity. I think they are good at matching up small details, gestalts, etc. It is partly genetic, partly environmental.
I also think people that look deeper may have had rough childhoods with one or more parents that had mental problems or substance abuse disorders. They have to become especially attuned to facial expressions, gestures, and their environment, to avoid getting physically or emotionally abused. They grew up believing the world is a very unsafe place and that they need to be aware and vigilant.
People who grew up in stable loving normal environments never needed to develop these traits or abilities. They tend to take things at face value, because they never had a need to do any different.
My two cents.