A nice summary of the pattern-seeking behavior of brains (and not just human brains, of course — this is a fundamental characteristic of all centralized nervous systems). One additional point could have been made, which is that because our brains are quite small and mostly occupied with things like regulating heart rate, maintaining balance, interpreting and suppressing input from sensory organs, etc. we don’t have much left for higher-level processing. Furthermore, during our evolution calories were very scarce and uncertain so it made adaptive sense to limit thinking as much as possible in order to reduce glucose consumption which often would be better utilized by muscles for escape or searching for food. This means our brains are structured to prefer simple “explanations” in favor of more complex explanations. The key thing about all myths, whether they are about ghouls and ghosts and gods and goblins or about what “really” happened on 9/11 is that they are extremely simple and thus easy for our limited brains to latch onto. You can test this by creating a bunch of different conspiracy theories and then sending them out into the world. Those that are simple will tend to be believed and spread further; those that are complex will be ignored.
I touch on this topic in my own article here: https://medium.com/@allanmlees59/why-stupid-matters-a5a5d9e8a48f