I just saw a characterization of them (and other conspiracy theorists), that was right on the nose.

They said it's like being in an escape room. They see a little smudge mark on the ground that looks like an arrow pointing towards a wall. They go to the wall but don't see a key. So they start moving furniture around, lifting up the rug, etc. They are fixated on that wall, and no matter how much they fail they'll remain convinced that the wall is the answer.

They find a sledgehammer and move to start tearing the wall down before the escape room manager stops him and says "Chill!! The key is taped to the lamp shade. That's not an arrow on the ground, it's just a smudge".

The difference is that there is no authority figure who can step in and convince the conspiracy theorist that the arrow is just a smudge mark. So they grab the sledgehammer, tear the wall down, and keep digging deeper.