A few reasons.
Because they were fooled into believing the official conspiracy theory, just like people were fooled into voting for BushFraud. Some people just don't like to think too much so they just go along with whatever the television says.
Also, 9/11 was a massive world wide psychological operation. Sound too crazy to believe? Well read here Apocalypse Of Coercion: Why We Listen to What "They" Say About 9/11, to understand the psychology of 9/11:
"Who, exactly, are ‘they,’ and why do they say so much? More amazing, why do we listen to them?" —Douglas Rushkoff, Coercion: Why We Listen to What "They" Say (NY: Penguin, 1999).
Rushkoff’s Coercion is a sizzling exposé of mind control, American style. Unlike Chomsky’s Manufacturing Consent, Rushkoff’s book provides a detailed guide to the nuts-and-bolts techniques employed against us every day by advertisers, marketers, public relations specialists, Hollywood filmmakers, salespeople, pyramid-scam artists, and cult leaders--the very same techniques applied for decades, and gradually perfected, by CIA interrogators and psychological warfare experts. These techniques are designed to disable rational thought and manipulate behavior at the unconscious and emotional levels. Anyone curious about why so many otherwise rational people have believed the official story of 9/11 for so long, in the teeth of the overwhelming evidence against it, should start by reading Coercion.
The secret of mind-control is simple--so simple that Rushkoff can sum it up in one sentence: "In whatever milieu coercion is practiced, the routine follows the same basic steps: Generate disorientation, induce regression, and then become the target’s transferred parent figure" (64). Hard-sell car salesmen, CIA interrogators and psychwar ops, and cult leaders have long used this technique. Under coercion, millions of otherwise rational people can be persuaded to act against their own interests--whether by shelling out big bucks for an overpriced lemon, betraying a comrade and a cause, or allowing a gang of criminals to destroy their nation’s Constitution and launch criminal wars of aggression."