Conspiracism is the analytical framework that conspiracy theorists use to interpret the world. Unexplained events are "filled in" with the argument a powerful group of people are the cause behind it, and that their plans will harm us.
This has been an important part of how conservative populism has evolved over the past twenty years. The "plandemic", climate change conspiracies, and replacement theory are maybe the three most popular.
This worldview is deeply harmful because it robs people of critical faculties, muddies the truth of what's going on, and important leaves them vulnerable to con artists.
The notion the assassination attempt was staged is wildly unlikely. Staged lone shooter events are a fiction, popularized by Infowars. Reconstructing this event from plan to execution fails under thin scrutiny. The motive is bizarre and unclear (a BALLROOM? that's the evil plan?!).
The old idiom is that when you hear hoofbeats, think horses rather than zebras. In this case, people have heard hoofbeats and think there's an FBI agent in the closet banging coconuts together. This should worry anyone, particularly those who believe this.