Square-Footed Monster - S13-E3
Other mistake: When Lucky drives off in the pickup with the tow chain, as the McMansion crumbles to the ground, Luanne runs away from the house, and part of her legs are missing. The animation is incomplete.
Square-Footed Monster - S13-E3
Other mistake: During the storm, after Peggy uses the axe on the McMansion support beam, when it cuts to Luanne running with the tow chain attached to Lucky's pickup truck, note the other end of the chain in midair is missing. The animation is incomplete at the left side of the screen.
Square-Footed Monster - S13-E3
Continuity mistake: While Hank is at Arlen City Hall, asking about forms for a legal petition, the first clerk tells him that Hornsby has been dead for 11 years. The filled directory board is visible on the wall. However, when the second clerk says Hornsby has been dead for 18 years, the directory board is entirely blank.
Square-Footed Monster - S13-E3
Continuity mistake: When the four "day laborers" hop into Eric's pickup, then stop at Mrs. Dwyer's house, there is no doorknob on the door in the wide shot. However, a doorknob appears in the next closeup.
Square-Footed Monster - S13-E3
Continuity mistake: When the McMansion starts breaking apart, endangering the other homes, Dale's watch is on his left wrist, as usual. But when the neighbors arm themselves with tools, Dale's watch is on his right wrist (it's not a flipped shot), then it returns to his left in the next shot.
Square-Footed Monster - S13-E3
Continuity mistake: While the neighbors are tearing down the McMansion with their tools, when Hank chainsaws the door and kicks it in, Hank's watch suddenly vanishes from his wrist mid-shot.
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.