zeitgeist, like the man from earth, is not meant to provide answers or change conceptions, but simply presents a possible path of evolution for mankind. I've met many people that were not able psychically to conceive that such a massive conspiracy could actually exist. I guess this is the most difficult thing to believe. To be pulled out of a world that makes sense and that they can understand and suddenly to find themselves alone facing a brutal system, governed by secrets and lies and manipulations.
It is best to ask question, but it is better to do something about it, rather than feeling sorry for yourself.