There is nothing wrong with the phrase ?Conspiracy Theorist?. It is an accurate description. One who believes in a conspiracy theory. In this case, a conspiracy to murder President Kennedy.
CTers don?t like this term because it links to other believes in a Large Secret Conspiracies that successfully keep the secret of their existence from a large segment of the population for a long period of time. Like the Believers in a worldwide Jewish Conspiracy. Or believers in the Illuminati. Or a worldwide conspiracy among the Freemasons. Or the Apollo Moon Landing Hoax.
It's not that I find the term bothersome but relatively simplistic and lacking in sophistication. Personally I would prefer the label sceptic or "WC sceptic". In contrast Lone Nut is a term that immediately defines that sides position. You all suffer from monorchism .
People who believe in a false theory sometimes hope to adopt the name or part of the name from the rational side. Creationists like to call themselves ?Scientific Creationists? or believers in ?Scientific Creation?. Giving themselves a label similar to the label the ones on the other side of the debate give themselves ?Scientists?.
Skeptics, or at least the bulk of Skeptics, don?t hold with any Large Secret Conspiracy that has some success with maintaining secrecy for a long period of time. Hence, the spokesmen for Skeptics, like Michael Shermer, argue against the Holocaust Deniers, the Apollo Moon Landing Hoax believers and the JFK conspiracy theorists. So, it would be misleading and confusing if CTers adopted the name ?WC sceptic?. At least until the bulk of the true skeptics adopt similar views.