By nature/survival people try to get ahead by cheating. The one thing is for sure, the word 'conspiracy' shuts off people's brains, they don't have to be massive.
If I ever committed a crime with a small amount of people with a big payoff, I would hope that it seems like it would take a massive amount of people and that it be classified a conspiracy. It would be so much easier to get away with it. Even feeding into it being a conspiracy to encourage people to look the other way.
Yet on the flipside we can believe a group of terrorists conspire to take use down from shadowy caves like a comic book or some government organization is targeting us. Everyone believes in some conspiracies and usually it is relative to cognitive bias.