Hank and the Great Glass Elevator - S5-E11
Continuity mistake: When Hank & the guys are talking about mooning from the glass elevator, Hank is positioned with his back next to the wall as he is sitting at the table. When Dale says his high school mooning was the best thing he ever did it. It then shows Hank and he says, "The vice principal gave you a week's detention" and is now sitting away from the wall with his back to a group of men in the opposite table.
Hank and the Great Glass Elevator - S5-E11
Continuity mistake: As Peggy is testing the burgers at the end to see the difference she moves to the charcoal grill and puts three patties between 2 buns. In the next shot when she is throwing them out there are two extra buns in amongst the middle patties.
Hank and the Great Glass Elevator - S5-E11
Continuity mistake: After the banquet dinner where Bill sees Lenore, she comes to visit him at home. They are sitting down on the couch and when she's talking she has her hand on his chest and you can see there is a pen in Bill's right shirt pocket. Between shots she talks about stealing Bill away at the prom and in one quick shot the pen disappears and the next shot it returns. Also look at Lenore's hand in this scene. It goes from being next to his chest, away from his chest back to being on his chest.
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.