That isn't exactly what they found, though. They found that emotional dysregulation is correlated with belief in conspiracy theories. They specifically did not propose a cause, instead saying more research is needed.

I'll just repeat what always has to be said when scientists study the "obvious": it's still worth studying rigorously, and tbh I don't know of any other studies that touch on this specific correlation.

I'd also disagree that this study suggests that "fear" is the root cause of why people fall for conspiracy theories. Fear is a universal human emotion, but not everybody is a conspiracy theorist. Rather, inability or lack of learned skill in regulating emotions in general is what predicts susceptibility to conspiracy theories. Based on my own anecdotal experiences I could guess that the inability to regulate emotions like anger and sadness are also important in making someone susceptible to conspiracy thinking.