Yup that would basically be my response lol. Could it be conceivable one or two lone actors in the CIA did it? Maybe? But on an organizational level the risk to "reward" is so high it just seems absurd to consider.
Especially risky since the conspiracy has them not just assassinating a president, but killing multiple people (you see at least a couple of others mentioned in this discussion), while relying on multiple highly unstable people outside the organization to put the plot into motion and trusting they won't reveal anything. All because people think Kennedy would curtail their operations somewhat.
But then a decade later you have the Church Committee directly investigating abuses from all of these agencies, which results in President Ford issuing a congressional order that explicitly forbids U.S. involvement in assassinations (going further than what people claim Kennedy was trying to do), and these agencies do...nothing.
Risky? I'd say it was very low risk considering the lack of ubiquitous technology that we have today. No cell phones, no cameras, and a very centralized media.
Unstable people are easily discredited. The CIA literally coined the term "conspiracy theory" in response to people not trusting the narrative as a means to preemptively discredit any unwanted suspicions. That's totally something a legitimate organization would do.
And stating that Kennedy would "curtail their operations somewhat" is a gross understatement. Kennedy was costing the Dulles brothers lots of money. Bay of Pigs, literally averting the takeover of a country that the CIA attempted to kick into motion- that's a bit more than curtailing somewhat.
And the Church committee was toothless. No legislation resulted from it- simply an executive order. The Church committee is also credibly accused of limiting the scope of it's inquiry in order to protect the CIA. And of course the agencies did nothing - they didn't need to do anything, they continue to operate without real oversight to this day. Spying on the Senate, then lying to Congress...zero repercussions. The Bushes, Clinton- all presidents that had interesting CIA connections.
The biggest issue they have now is competing with other Intel agencies, foreign and domestic.