I hear ya.
I definitely think things are interesting when there's a proposed mystery. The mystery is intriguing in itself, but the implication of possibility entertains the mind. I like it, but I don't consider it much different than watching a thriller movie. The only difference is the movie ends quickly. With real life conspiracies, it seems to me more like watching the movie half-way and formulating your own opinion and never watching the rest, because your own ending just seems good enough to justify it.
To me, that's more of a quest for entertainment than a quest for knowledge.