I wouldn't say individuals are more susceptible to it, but the US's history is intertwined with conspiracy theories from the start. The founding "father" Sam Adams had tracts printed claiming the British had a secret plan to enslave white colonists ahead of the American war of independence.
The Spanish American war was stoked by a conspiracy that Spain had sabotaged our warship "Maine". If you've ever wondered why the US Navy has a base in Cuba.
The "corrupt bargain" of 1824 was a supposed deal between JQ Adams and Clay to exclude Jackson from the presidency despite his electoral victory. Jackson too, was the subject of a theory that he and congressmen disgruntled over tariffs would dissolve the union and install Jackson as a military dictator should he loose in 1828.
People believe there is a magic sky dad who loves you so much they send you to suffer for eternity with the original naughty child who apparently wants to punish you for doing what they want.
Religions generally make conspiracy theories seem rational.