Gone with the Windstorm - S9-E13
Continuity mistake: Just after Dale, Nancy and Peggy get past the police blockade in the news van there is an overhead shot of the van and you can see Dale doesn't have his fake moustache on anymore. The next shot he is taking off the fake moustache.
Gone with the Windstorm - S9-E13
Continuity mistake: As Hank jumps out of the closest to scare the boy that is scaring Bobby, we see the contents of the cupboard as well. We see a shelf with a large number of boxes. Clothes rail with many clothes hanging on it. Finally an assortment of objects on the ground. When Hank leaves and the father is wondering where his son has disappeared to we see inside the cupboard again. Everything including the shelf, clothes and clothes rail have disappeared. The only thing remaining is one small box in the left corner.
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.