Lucky's Wedding Suit - S11-E12
Plot hole: In the previous episode, Bill had completely bulked up and then suffered a ruptured rectum, which would sideline him for six months. He remarks that by the time six months pass, all his muscle growth would be gone. This episode shows him to be back to his regular physique, and given the fact that it was established earlier in the season that Luanne was pregnant, the fact that she has no visible baby bump (her belly is still completely flat) suggests six months have not passed, meaning Bill could not have reverted to his flabby physique so quickly.
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.