I think overall it’s not too disparate with belief in them being somewhat more fearful. People who experienced/witnessed Kennedy’s death or 9/11 were probably frightened the same. The difference comes with “seeing” the first conspiracy (or the first few), because that is also frightening, but the seeing is usually a distinct and separate event.
The tragedy happens irrespective of belief. In the aftermath of 9/11, some fear the terrorists and some fear the government. (Maybe some fear both.) Belief along these lines is about assigning blame. If there is less fear in the conventional explanation, it is because we are given an enemy to hate, and we can turn our focus (reinforced by a collective) to hating the sanctioned enemy. If the enemy were simply unknown, that probably would be most frightening, because we wouldn’t be able to focus on a person or group and instead would flinch at everything remotely alarming in anticipation of the next hit.
There’s psych literature that talks about belief in conspiracies being a defense or coping mechanism for making amoral tragedies meaningful. So, yes, I think there’s an element of refuge seeking among some people.
What I would add to this discussion is that there is significant space along a continuum between a “total control” conspiracy and total chaos. Intention or observation or belief are perhaps what give shape to “pure” chaos. If you can control or harness more than your share of intention, observation, and belief, then perhaps you’ve transformed chaos into something else. I guess I just want to point out that this is not necessarily an all-or-nothing dynamic.
@marinelife, many a conspiracy theorist also finds it frightening that so many people can have their thinking manipulated a certain way, FWIW.