There's usually an explanation for this, though it may not be immediately apparent.
But typically the person feels like they have no control, so inventing this universe that makes sense to them allows them to retain some (fictional) control. Or they may feel worthless or low-status, and if they imagine they "know" things that most people "don't know" that would restore them some of their perceived status. Or they may completely disagree with how the world looks like and the direction where it appears to be going, so let's invent this other world that's more satisfactory.
I mean, if all of the above (and similar) explanations fail, you'd just have to assume the person is not very intelligent. I'm not sure what else could possibly explain it at that point.
But typically the person feels like they have no control, so inventing this universe that makes sense to them allows them to retain some (fictional) control. Or they may feel worthless or low-status, and if they imagine they "know" things that most people "don't know" that would restore them some of their perceived status. Or they may completely disagree with how the world looks like and the direction where it appears to be going, so let's invent this other world that's more satisfactory.
I mean, if all of the above (and similar) explanations fail, you'd just have to assume the person is not very intelligent. I'm not sure what else could possibly explain it at that point.