There's nothing about skepticism that forbids a skeptic from reaching a conclusion; it's not all about doubt.
"Conclusion" conveys an air of finality that skeptics don't hold. My conclusion on this matter is simply that of all the scenarios presented to explain Kennedy's death, Oswald as the lone gunman is the
most credible -- it explains the most observation with the fewest requirements or loose ends. Want to change my mind? Show me a scenario that's more explanatory and/or more parsimonious.
Not only are skeptics allowed to change their minds, they're
required to when the evidence favors a specific new conclusion. Skepticism is about following the evidence toward the proposition that best explains it, regardless of the implications of that proposition.
Conspiracy theorists stumble over three points of that doctrine. First, they mistakenly attribute skepticism over a conspiracy theory to fear over the implications of the theory. Hence they hasten to protest that their critics are arguing emotionally. Second, they mistake the skeptic's imperative to adopt a better explanation as the need to flee in any direction from a "failed" expectation. Hence they apply their energy toward a detractive treatment of the conventional narrative, expecting that skeptics will be impressed. Third, untestable, open-ended propositions such as, "There must have been other gunmen," are more inferences than conclusions.
With regard to the second, the skeptic's migration is necessarily comparative. The skeptic wants to see which of all the available hypotheses works best. " Best" means "explains the most, with the fewest loose ends." Psychologists tell us that conspiracy theorists are preoccupied with rejecting the conventional, not with adopting an alternative. Thus the conspiracist approaches the question with a qualitative preference -- the conventional narrative is categorically suspect from the start on no grounds other than it is the majority view or has been promoted by some hated authority. The skeptic doesn't have this qualitative preconception. All candidate hypotheses start on the same footing and are judged solely on how well they explain the most evidence, and what loose ends are left hanging.
This difference is important. The conspiracist's partisan approach proposes that there exists some "natural" standard of proof that the conventional narrative must meet in order to be rationally held
at all. Thus they focus on trying to show the conventional story doesn't clear this arbitrary bar, and thus must be rejected in favor of
any other story -- even one that hasn't been invented yet. Naturally the conspiracist tries to set that bar as high as he can. And just as naturally, the conspiracist emphatically denies that his claims must meet that or any other standard -- the proposed methodology here is that if the official story fails, then
some alternative hypothesis must necessarily hold -- by default, not because it has been established to some standard of proof.
In the skeptic's comparative world, no amount of detraction from one hypothesis affirmatively establishes any of the alternatives, if those alternatives do not have affirmative claims and proofs themselves. The comparison judges which of all the hypotheses has the most convincing
affirmative proof. It starts each hypothesis at the same starting line and applies the same standard of proof to all hypotheses. In this way, loose ends -- which are inevitable in any happenstance investigation -- are categorically tolerable, but the
number of loose ends in each scenario, balanced against the power to explain the most observations, become the parsimonious score for each hypothesis. The more loose ends you leave, the lower your score.
Even a hypothesis that seems to have very many loose ends remains more credible than a competing hypothesis that has even more of them. Or especially more credible than a hypothesis that is only a set of vague proposals and thereby can't be tested. Conspiracists wrongly believe that if they never state specific claims, they can never be refuted. On the contrary: if they never state specific claims then they don't even get an invitation to the party.