Interesting you say this; I have also noticed a correlation between conspiracy thinking and borderline traits. I think this is part of the challenge in treating conspiracy theorists, too: their weak sense of self is coupled with an ENORMOUS, latent sense of shame, about which they are in profound denial. They feel weak and stupid, and so these ideas give them a sense of empowerment, intelligence, and corresponding pride. Thus, to tell them their ideas are wrong is — in their eyes — an attack on their very minds and their own self-trust.
... which then magnifies their shame and their rage: "THEY THINK I'M STUPID?!" or "Oh, my God, I have been mistaken. I'M STUPID!" And it all derails from there.
And yet, try to convince someone with that sort of complex that it is not about intelligence, and they simply won't want to hear you: their wall of defenses is sky-high.
It's a really tough nut to crack.