Death of a Propane Salesman (2) - S3-E1
Continuity mistake: When Peg is on the phone with Buck the wall telephone has a long cord, then she hangs up the receiver on the wall, but in the following shot both the receiver and its long cord are weirdly missing from the wall phone. (00:05:15)






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.