Is there any research on what causes a pseudo-scientific mindset?
I'm alas not aware of systematic studies on cause of the pseudo-scientific mindset... But knowing some people who are inclined to that as well as believing some conspiracy theories... I suspect these two share some common causes. It's a lot easier to find science articles about the latter.
One posci article lists some of the usuals suspects regarding the pseudo-scientific mindset:

distrust of scientists/academics (goes well with those inclined to believe conspiracy theories)

and closely related, the Dunning-Krueger effect


various cognitive biases, including

clustering illusion
selection bias
and once some of those take hold, confirmation bias


money or other personal gains, although this isn't necessarily a true mindset, it just looks the same in may contexts, so can be hard to differentiate by an outside observer (let's not get to fMRI studies about detecting lying)


As you can see the putative causes can be pretty diverse...
It turns out there are some studies (and they generally support the above theorizing), for instance:

pre-existing paranormal beliefs were associated with an increased likelihood of students finding paranormal reports scientific, believable and credible.
[...]
Dagnall et al. (2007) suggested that while belief in the paranormal in undergraduate students is not necessarily associated with weakness in probabilistic reasoning, it is more strongly related to weaknesses associated with their understanding of randomness and misunderstanding of chance factors.

Also mostly as a response to uhoh, an NSF survey:

Of the 1,574 [US] adults that were surveyed, only one-third understood and could accurately describe the scientific process. Many Americans also agreed with a variety of pseudoscientific beliefs such as the existence of UFOs (30 percent), astrology (40 percent), and psychic powers (60 percent).

That was in 2003. I doubt things have gotten better in the age of alt-facts. In fact, researchers studying the campaign of Marine Le Pen (MLP), found...

that alternative facts are highly
persuasive: voters exposed to MLP rhetoric move their policy conclusions and voting
intensions toward MLP. Fact checking does nothing to undo these effects despite improving
factual knowledge of voters. Being exposed only to official facts also backfires
on voting intentions, as it increases political support for MLP, although to a smaller
extent than alternative facts, despite moving posteriors about facts toward the truth.

To me that sound similar to some the findings about how pseudoscience gets adopted by some.