I think the word ‘conspiracy’ here is being conflated to mean ‘ridiculous, and false, conspiracy theory’. Conspiracies happen, but the word itself has the association with those who theorize and speculate on the absurd. I can say I don’t know for sure what the original commenter meant, but I think it is implied they meant they ‘know the Clinton’s murdering people isn’t true’.
My wife is like this. We’ll be on a walk and she’ll stop mid sentence to walk ten feet into someone’s yard and grab a four leaf clover. She does this all the time and we have a huge collection of them, and that’s with us usually giving them away to people we pass further down on our walks.