Peggy Makes the Big Leagues - S5-E4
Continuity mistake: When Peggy writes on the board in her algebra class she writes a2= b2 + c2, around the middle of the board. Whilst talking to David the writing moves to near the top left of the board.
Peggy Makes the Big Leagues - S5-E4
Continuity mistake: On Peggy's first day of teaching she is called over to the lunch table of some of the other teachers. Other than the woman she first talks to, most of the people at the table keep changing. The first shot is a wide shot of the group of people at the table with the second shot a close up shot of them. Firstly the guy across from her at the table is wearing a green shirt. When she sits down its now a white shirt. The other mistakes is with two of the other people. At the end of the table there is a black guy and the lady in the middle is wearing a dark jacket with black hair. When Peggy sits down the black guy is now white and the woman in the middle is now very old with glasses, white hair and a light purple top.
Peggy Makes the Big Leagues - S5-E4
Continuity mistake: During the booster club meeting at the beginning of the episode, there is some guy with a moustache sitting at the end of the table. After they finish the video of the football, there is a different looking guy sitting there.
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.