Continuity mistake: When Peggy brings "Ol' Spanky" to class for the first time, the writing on the blackboard has quite a bit of space to the right of the blackboard. As she is telling of Joseph, the second blackboard is almost right next to the first blackboard and the first blackboard doesn't have the writing on it anymore. (00:13:15)
Continuity mistake: In the final classroom scene when Peggy has a mace, she swings it very hard and rips off the cartoon paper on the map of Europe. It then goes to a quick shot of the class and back to her in less than a second. Yet she is now holding the mace steady in her hand, even though you wouldn't be able to stop a mace that soon after swinging it that quickly. The cartoon paper she ripped off has also disappeared. (00:19:20)
Three Coaches & a Bobby - S3-E12
Continuity mistake: As Coach Sauers is quitting the shoe store, he rips the whistle off his chest and breaks the neck rope and bangs it down on the counter. When the clerk returns the whistle to him and drops it in his hand, the rope is not broken, as you can see the loop on the rope when it drops. (00:06:50)
Three Coaches & a Bobby - S3-E12
Continuity mistake: As the football team is meeting Coach Sauers for the first time, you can see the team from behind with Bobby kneeling and Joseph behind him to his right. However, when the shot shows the group from the front, Joseph is now to the left and some kid with brown hair to Bobby's right. (00:07:40)
Three Coaches & a Bobby - S3-E12
Continuity mistake: As Coach Sauers is making them run up and down the stands you can see Bobby with all the mud on his face and body just reaching the bottom of the stand and then in the very next shot hes all of a sudden reaching the top of the stands with Joseph. (00:08:35)
Three Coaches & a Bobby - S3-E12
Continuity mistake: If you look carefully during Coach Sauer's training run while Bobby is running down the stands, you will quickly see the mud disappear on Bobby's face and reappear in the next frame. (00:08:35)
Three Coaches & a Bobby - S3-E12
Continuity mistake: When Coach Sauers is trying to run over the football players with his car on the football field, there are a lot of track marks on the field. There is then a tracking shot of Sauers from straight ahead of his car and you can see there are absolutely no track marks whatsoever, on the field behind him. (00:15:30)
Three Coaches & a Bobby - S3-E12
Continuity mistake: When Hank sees Coach Sauer driving his car on the field, you can see Sauer's car has a red front bumper. When we see the front bumper again a few shots later it is grey. (00:15:30)
Three Coaches & a Bobby - S3-E12
Continuity mistake: Before Peggy leaves the soccer mums and goes to watch football again, the woman in the green sweater is holding a coffee cup that is of a pale brown color. When the shot goes to a close up of her talking, the color is now red. The next time you see her holding the cup, it's gone back to being a pale brown color. (00:18:15)
Three Coaches & a Bobby - S3-E12
Continuity mistake: The two women near Peggy, who are sitting on the benches in the stands, are seated on the fourth and fifth levels in the wideshots, but in the close-up they're seated on the third and fourth levels.
De-Kahnstructing Henry - S3-E13
Continuity mistake: After Kahn shows the guys his new car, he shows off his new sunroof too. Later when Kahn goes to Strickland propane and in the establishing shot it shows his car outside the store and the sunroof is no longer on his car and no marks to indicate its just closed. (00:01:00 - 00:02:00)
De-Kahnstructing Henry - S3-E13
Continuity mistake: When Kahn parks the car in the garage you can see the driver's window is clear. A few shots later we see the window is now frosted. (00:01:35)
De-Kahnstructing Henry - S3-E13
Continuity mistake: As Kahn is ringing the bell in Strickland Propane trying to get some attention the bell is right next to his hands. When Hank comes out there is a wide shot and the bell is now a short distance from Kahn's hand. The counter also changes size as you can see where it ends just to the left of Kahn but in the wide shot the counter runs from wall to wall. (00:02:00)
De-Kahnstructing Henry - S3-E13
Continuity mistake: At Strickland Propane, when Kahn hands Hank his propane tank, it is set down on the counter right beside the bell. However, in the shots facing Kahn, the bell is directly in front of him, but the propane tank is nowhere to be seen. Additionally, during this scene note the difference in the ceiling height in relation to the wall boards and the doorway behind Hank. (00:02:20)
De-Kahnstructing Henry - S3-E13
Continuity mistake: As Kahn is putting the golf club away after Hank has just used it there is a groove in the locker to support the club. Kahn seems to place the club horizontally in the locker no where near the groove and to the left of it. The next shot its now sitting in the groove vertically. (00:05:05)
De-Kahnstructing Henry - S3-E13
Continuity mistake: As Kahn breaks the ceramic radio panda at the garage sale there are about 3 people behind him. He then starts to tell everyone to leave and then there is an aerial shot and the 3 people that were behind him have disappeared even though no one moved whilst he was shouting. (00:12:30)
De-Kahnstructing Henry - S3-E13
Continuity mistake: When Hank hands Minh the money for Bobby's lessons, he's wearing a watch on his left wrist, but when Kahn storms out of the house Hank's watch has vanished. (00:14:45)
De-Kahnstructing Henry - S3-E13
Continuity mistake: When Minh is taking out the garbage she trips over and starts punching the 3 bags she is carrying. You can see the bags are securely tied up at the top of the bags. The scene then goes to Hank and Peggy and you can hear Minh continue her punching on the garbage bags. As the shot goes back to Minh on the ground when Hank goes to see her 2 of the bags are now open and garbage is everywhere. Its unlikely she ripped open the bags herself whilst punching them as Hank ties them up at the top and there are no rips in the bag. They were also securely tightened to begin with. (00:15:25)
De-Kahnstructing Henry - S3-E13
Continuity mistake: During the scene where Hank is talking to Kahn in the restaurant bathroom you can see a black rubbish bin below the hand dryer next to the entrance of the bathroom. About halfway into the scene Kahn starts looking into the mirror and the garbage bin has disappeared. Throughout the rest of the scene the bin never reappears. (00:18:20)
De-Kahnstructing Henry - S3-E13
Continuity mistake: When Hank and Kahn are together in Luly's men's room, there is a good view of the bathroom's walls, ceiling etc. Beside the door there are only six rows of tiles between the wall and floor, there is no molding at the top of the wall, and so on. A bit later, there are at least seven rows of tiles, and suddenly there is crown molding between the ceiling and wall, and so forth. (00:19:00)
Answer: In addition to Brian Katcher's response: it's supposed to be a joke that Dale is always suspicious about conspiracy theories, mysteries, etc, but he is "clueless" about his own wife having an affair. Of course, as Brian wrote, many fans think that Dale is pretending to be clueless because he doesn't want Nancy to leave him.