Why do some conspiracy theories wear foil hats?

Because your brain produces tiny electrical signals that can (and have, btw) be picked up by radio equipment just like an RFID chip. It prevents the 'evil' government from reading your mind. Also, radio signals of specific frequencies can induce said electrical currents in your brain, forcing you to think a certain way (therapies using this theory exist, however total control is still outside of the scope of our current technology). Foil prevents the E and M fields from penetrating your scull by absorbing the fields. Actually in some areas foil would not be a bad thing. So many frequencies are in the air now days it is ridiculous. Wearing a metal hat would help you think clearer and prevent brain cancer.