It's Not Easy Being Green - S5-E16
Factual error: Boomhauer's car, Ms. Sally, has a Texas flag license plate on it. These plates were not issued until 1992, but Ms. Sally was driven into the quarry in the late 70's or early 80's.
It's Not Easy Being Green - S5-E16
Continuity mistake: When Hank goes to Bobby's class for "environmental court" and is sworn in, you see Bobby sitting at a large desk and to the right there is nothing next to it. The next shot there are now a few empty desks next to the large desk.
It's Not Easy Being Green - S5-E16
Continuity mistake: As Hank tells Bill & Dale that they are going to drain the quarry (whilst in Dale's basement) and Dale lets his burning cigarette drop. Dale & Bill start to freak out and it goes to a wide shot of the three of them & the cigarette Dale dropped is not on the ground anymore.
It's Not Easy Being Green - S5-E16
Continuity mistake: When Hank, Dale & Bill go to the quarry to get the car, they use a tow truck to try and pull it up. If you look at the tow truck you can see it is a red color. Later on when the protesters come and are sitting in a circle and singing the tow truck is now orange. It stays orange for the rest of the scene.
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.