There's something natural and organic about perceiving that the people in power are out to advance their own interests. It's in part because it’s often true. Governments actually do keep secrets from the public. Politicians engage in scandals. There often is corruption at high levels. So, we don't want citizens in a democracy to be too trusting of their politicians. It's healthy to be skeptical of the state and its real abuses and tendencies towards secrecy. The danger is when this distrust gets redirected, not toward the state, but targets innocent people who are not actually responsible for people's problems.
On this episode of "Democracy Paradox" Scott Radnitz explains why conspiracy theories thrive in both democracies and autocracies.