The term 'conspiracy theory' has an opposite effect when people hear it (the term came in the collective mind via politics/media, like all political terms), they think everything that happened in history just occured and could not have been masterminded or conspired by a group, but e.g. empires do not just appear they are carefully planned by a group of elites and other people inside the system. Just one clear example. The other very clear example is 9/11, the attacks must have been masterminded by people, masterminded, because these attacks need accurate planning to execute.
Thus a conspiracy theory is not an odd thing, it is normal that people come up with theories (because of the suspicious parts), because conspiracies and secret things happen all the time throughout history (JFK has warned about secret societies, he knew to much)
The problem is, people do not have the ability to investigate a suspicious historical event, and the gov or system never investigates an event, and when they do it looks unserious or is handled in a way that is different of what people expected, never details are shown, video recordings are kept away from the people (and lawyers too), and so on. The system never does a true and open investigation, and the (by the system financed and controlled) media is always on the side of the system.
The first question to ask is, was the event a conspiracy or not. From that a theory can be formed, and when that theory is proven (by using fact, forensic evidence, video recordings/photos), next must be found out who was part of the conspiracy, the most difficult part, because of the secrecy.
Always seperate theory and conspiracy, because first the theory must be proven. This is why they connected the two words to 'conspiracy theory', they use this term (against people) when people find an historical even odd and suspicious for only one reason, to stop people from discussing the event openly.