It's not surprising to me that many ex JWs believe in conspiracy theories. You could argue that the Watchtower itself is a conspiracy theory. The Watchtower teaches that Satan and other religions are trying to con you, that only they have "the truth". Studies show that people who believe in one conspiracy theory are more likely to believe in another, even when the two contradict each other.
Some who leave the Jehovah's Witnesses simply jump to a different conspiracy theory, others learn critical thinking.
From the scientific American:
Since a number of studies have shown that belief in conspiracy theories is associated with feelings of powerlessness, uncertainty and a general lack of agency and control, a likely purpose of this bias is to help people “make sense of the world” by providing simple explanations for complex societal events — restoring a sense of control and predictability. A good example is that of climate change: while the most recent international scientific assessment report (receiving input from over 2500 independent scientists from more than a 100 countries) concluded with 90 percent certainty that human-induced global warming is occurring, the severe consequences and implications of climate change are often too distressing and overwhelming for people to deal with, both cognitively as well as emotionally. Resorting to easier explanations that simply discount global warming as a hoax is then of course much more comforting and convenient psychologically. Yet, as Al Gore famously pointed out, unfortunately, the truth is not always convenient
This is why conspiracy theorists don't look at or believe information that debunks their theory, they are invested in believing it. It's also why they resort to name calling and anger, your belief that they are wrong is threatening to them. No proof would ever be enough.
Finally, also from Scientific American
In terestingly, belief in conspiracy theories has recently been linked to the rejection of science. In a paper published in Psychological Science, Stephen Lewandowsky and colleagues investigated the relation between acceptance of science and conspiricist thinking patterns.