I think part of it is the need to feel special. It's a human habit that's been around for a while. If someone knows about the ultra-secret conspiracy theory of |)(o)(o)|\/| and know one else knows, that makes them feel special. Even if the MIBs are secretly trailing them. It makes them feel smarter, too. I mean, you would feel pretty smart if you figured out the Conspiracy Theory of |)(o)(o)|\/| and managed to stay alive, wouldn't you?

[edit] My BBCode didn't wanna werk noh more