That's where the problem arises. Why do we need to call them anything? Shouldn't we be worried about the facts?
Yes we should. And yet it's indisputable that there's are groups of people who tend to believe everything is a conspiracy. When discussing the topic in general then how are we supposed to refer to such people? Using "people who tend to believe everything is a conspiracy" gets rather tiresome to type, so "conspiracy theorist" is a useful shorthand, and maybe "conspiracist".
There's some discussion of the history and usage of the term here: