My tour group had about 5 different conspiracy theories floating around, including one by Orlando, our tour guide (who was excellent by the way). I heartily recommend this tour.
I heard CIA, the mob, the imposter theory, multiple shooters, and Castro.
Even the lady who owned the rooming house (in her 70's now - she was 11 when Oswald stayed there), could simply not believe that such a nice guy like Mr. Lee could have ever shot Kennedy. Apparently, Oswald would play football with the kids and help the kids do homework - a real sweetheart. I didn't bring up the fact that he beat his wife.
So WHY so many theories? It's because it's hard to imagine that a pretty much nobody could have killed the most important person in the world. This is excellently explained in Michael Shermer's book, Conspiracy: Why the Rational Believe the Irrational - link to Amazon and I don't get a dime. https://a.co/d/76dtYSk