Love Hurts and So Does Art - S3-E18
Continuity mistake: After Hank fills up the ice trays and then throws them into the sink, if you look inside the sink you will see they are empty. A few moments later you can see the sinks are full of water without Hank or anyone else filling them up.
Love Hurts and So Does Art - S3-E18
Continuity mistake: As Hank puts up his football picture in the museum, he places it on the wall. Once he does there is now a pin holding it up at the top of the picture even though he never put a pin there.
Love Hurts and So Does Art - S3-E18
Continuity mistake: In the medical center as Peggy is filling out the forms there is a sign above Peggy's head. When the shot change to where Hank is taking Bobby into the doctor's office, the sign has moved to a bit below Peggy's head.
Love Hurts and So Does Art - S3-E18
Continuity mistake: At the start of the show when Joseph is tying up his bike it is a green color. As the girls leave and Joseph starts talking to Bobby it changes to a blue color. Then Joseph starts to ride his bike and it changes back to being green.
Love Hurts and So Does Art - S3-E18
Continuity mistake: When Bobby is showing off his injured toe at school and doing a Q & A session, the pillow below his foot is white but in the next shot it is blue.
Love Hurts and So Does Art - S3-E18
Continuity mistake: Whilst Hank is trying to take the painting off the wall from the gallery, the artist has his hands by his chin. As Hank is being dragged away in the following shot, the artist is being held up by a guy behind him. Its too quick for him to have changed positions that quickly and looks like part of the scene must have been deleted as the change is too large to have been missed.
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.