Dean Norris said that when him and Cranston acted out that scene, they did some takes where Hank lingers more after saying Walter White, some where he plays it deadly serious, some where he's clearly joking, etc. Kelley Dixon, the editor, originally used one where he seemed almost to genuinely suspect Walt, but Vince Gilligan came in and changed that for his final cut, making it less clear whether Hank suspected or not.
Meh. Dramatic effect + Walt doesn't have a full time job (as far as he knows) + he can't use any of his police friends, so who's left?