They believe whatever sounds more exciting to them. It’s a fantasy world all the way down. Climate change doesn’t sound interesting, so they instead say that it’s part of a weather manipulation scheme spearheaded by the Democrats.
More accurately, they don't think they can be wrong about anything. So when they're shown to be wrong or don't understand something, they make up a fantasy where they're correct.
To be fair, it is difficult to rebuild one's understanding of the world after finding out that your previous understanding was built on fundamentally wrong ideas. Not that I'm excusing people who respond to cognitive dissonance by digging deeper into willful ignorance — after all, the reason why I know it's hard is because I've done that work myself (a couple of times). I do have some sympathy though.
Reality is complex and confusing and requires you to actually learn stuff, which is hard. Blame everything on an evil conspiracy, preferably perpetrated by the minority you hate the most, and the world is suddenly manageable and understandable. The solution is easy, get rid of said minority and everything will be fine again.