The Wedding of Bobby Hill - S3-E14
Revealing mistake: During Rad's haircut from Luanne, there is a shot that shows the both of them in the mirror. You can see both their reflections and the room in the mirror but the objects on the counter in front of Rad have no reflection.





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.