Some people and their beliefs are extremely "out there", but that does not mean that it should be criminalized. If you take any tragedy, there are going to be those who do not believe it happened or believe it was a set-up by the government. There are not "thought crimes" in the United States and it needs to be kept that way.
You can not make someones belief illegal. There is no way to enforce belief. You may force people to publicly say they believe in the holocaust but you can never force them to believe it. I'm Jewish by birth and had relatives who died in the holocaust but even I know you can't change someones mind through laws. People must believe because it's logical to do so. My father used to say you can't change the mind of someone who doesn't want their mind changed so why waste the effort? I believe in Karma and believe that each of us will eventually be exposed to the truth of ALL things.
It should not be illegal because it is a persons right to believe whatever they want to. If people want to believe that that humans never made it to the moon, that Santa Clause is real, or that the Holocaust never happened then they can. With that said to deny that the Holocaust happened is amazing and show that the person is out of touch and in great denial but it is still should not be an illegal act.