Because it allows conspiracy theorists maximum flexibility to wrap whatever pseudoscience into whatever objections they get as replies.

Conspiracy theorists on the far fringe are all about knowing more than you, being smarter than you for noticing the obvious when you can't.

Them saying "pay attention" doesn't mean "there's something here that you are missing". It means "I am projecting that I know more than you". This is why they don't elaborate.

It's 'think for your self'. Its a command, an open ended command.

Which they say with authority, because they fashion themselves as thought leaders (cough cult leaders cough) and have literally delusional levels of self confidence and ego.