Well, I didn't want to get involved with this thread, but it's July 21, 100 degrees in Wheeling WV, and national IQ is at a catastrophic minimum. So....
Over many years I've amused myself by studying several of these "mysteries" in a sometimes successful attempt to mitigate boredom [I have almost no interest in the particularly "political" ones though, as they are usually, in the end, no fun and decay into screaming matches if you ever want to talk about any of them]. But some of the other stuff is pretty fascinating.
One thing about "conspiracy": Conspiracy is a "group thing". To have a conspiracy you need to have at least two powerfully important entities who have come together and agreed to either perform a significant action whether that be physical [shooting JFK] or psychological [manipulating the opinion of target groups, usually the public at large]. It always involves deception. This is either flat-out secrecy as to the agenda or perpetrators, or flat-out lying to important individuals, the media, or the public; and often all three.
When you look at "conspiracy" this way, you understand that it is a valuable tool when used by the government in national security situations, and in fact has very often been so used. The movie line, "You have no NEED to know!!", is one part of this useful game. So, people who believe that there are conspiracies are correct --- but they may not be correct about which ones.
An example of a "mystery" that I've studied fairly extensively is the claim that such a thing as the chupacapra exists. This isn't a conspiracy unless you want to see money-hungry media in league with book-selling liars as forming a wink-wink conspiracy. Chupacapras [sadly] simply don't exist. It would be a more interesting world if they did [and I'm all for that], but following up the tales and quality of the evidence, they just don't add up. You have a lot better shot with the British Columbia "sea monster" being real in terms of evidence. [I am, in fact, serious about that statement, and am predisposed to giving these things a full sympathetic study].
On the other hand, if some government agency told you in 1953 that neither the Air Force nor the CIA were taking Unidentified Flying Objects seriously, they would be part of a conspiracy to manipulate public opinion in the name of national security. This is a simple fact, as all the documents from the CIA [and the USAF] are now released and they describe the run-up to a panel of scientists and USAF intelligence operatives as ordered by President Truman and CIA director General Walter B. Smith. The actions were being taken due to psychological warfare issues and completely understandable [though, as usual in these things, somewhat grating to our American ideals of "free speech" etc].
Many other such things are out there---always more interesting if you actually study them rather than listen to the shallow sound byte media opinions. HAARP is an example. It is a legitimate USN [I think] project, which there was some lying about but is mainly technological regarding the electromagnetic environment of the Earth and how that plays into e-m signals and receptions. By lying about the secret project, an internet conspiracy industry formed about the thing. If there is significant e-m field generated by the array, it could affect the local ecology, but will not be used as a death ray.
Anyway, this could go on forever, but I see all the students are already asleep....