Well, I've started so I'll finish...
OK, firstly, no, not all theorists believe in every theory, but that wasn't what I was suggesting in the first place. But a theory doesn't spontaneously emerge, someone has to come up with it. Then more people jump on the various bandwagons or whatever, but there was a starting person for every given conspiracy theory.
In which case, the question "why are there more US conspiracy theorists?" doesn't seem to me to be helpfully answered by "because more conspiracy theories relate to events in the US" -- because the two almost go hand-in-hand with each other. You'd expect more US-related theories to inspire more US-based theorists -- and more US-based theorists would be inclined to create more US-based theories. Both drive the other, but which really came first? Chicken and egg.
And that's about as much time as I'm prepared to spend on an argument I didn't really want to get into in the first place.