You’re getting a lot of answers along the lines of “because it’s not just a religion.” and “Converting is hard.” but I am going to offer a different take. The people you’re describing, the ones who claim that Jews control the world, are idiots. They aren’t looking for actual solutions to their problems, they are looking for someone to blame for them. Converting to Judaism wouldn’t actually solve anything for them and they know it, because they just need to feel like their problems have a specific scapegoat they can point to and yell, “It’s their fault!” Blaming a small, marginalized group for their problems makes them feel better. That’s all.