Hank's Unmentionable Problem - S1-E6
Continuity mistake: At the doctor, Hank's old teacher Mrs. Macintosh steps out of a door, and Hank is next to her. In the next close-up shot, Hank is suddenly closer to the old lady. Also, the frame around the window of the door gets larger between shots. (00:09:39)
Hank's Unmentionable Problem - S1-E6
Continuity mistake: Bill and Hank are talking outside, and then Dale walks up to ask Hank if he's tried squatting. Hank opens his mouth part of the way in this shot, but then it cuts to a close-up and his mouth is closed. He turns to look at Bill, mouth still closed, then it cuts back to a wide angle and his mouth is open again. (00:04:25)
Hank's Unmentionable Problem - S1-E6
Continuity mistake: Bill tells Hank to not be embarrassed about his constipation, and Hank is holding his beer can where his finger is over the top of the label. Then in the next shot, his finger is suddenly lower with more of the label and logo showing above it. (00:04:08)
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.