Redcorn Gambles with His Future - S9-E11
Other mistake: In the season four episode "Nancy Boys", when Nancy calls John Redcorn and tells him that she wants him back, he says, "I'm thirty-six years old. I don't need this crap." But here while John is talking to Hank, he mentions waking up one day and realizing that he is forty. If four years had passed since his break-up with Nancy, then Bobby and Joseph would now be sixteen and at least sophomores in high school, but they are still in middle school.
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.