The Kennedy assassination conspiracy theory question comes up regularly. You may want to check out this useful discussion, led off by u/eternalkerri.
Various people who have researched this well ( perhaps Vincent Bugliosi above all) have made the observation that the conspiracy theorists meticulously assign a huge importance to the slightest discrepancies in all of the mountains of evidence showing Oswald did it, but make no effort to deal with larger, often insurmountable problems in their own alternative narratives. The question as to why these conspiracy theories have continued ( to the point that large numbers of people think the Mafia hired Ruby to kill Oswald) is therefore a good one. Aside from cliches about it being easy to fool too many of the people too much of the time, there is a very strong psychological tendency for people to think that momentous events should have momentous causes, and that those causes are human. We tend to dislike the idea that a small chance event could actually create such a disaster, are uncomfortable with the thought that an angry little loser like Oswald simply had to be only mildly lucky that day in order to shoot JKF.. It is possible to see similar discomfort at work in the creation of theories about the Japanese surprise attack on Pearl Harbor being actually purposefully allowed by Roosevelt in order to get the US into WWII, or Bill O'Reilly's book claiming General George Patton was also the victim of a conspiracy, didn't die as the result of a road accident.