Hank is a good cop, but he has no reason to suspect his new office in the DEA's secured building would be bugged. One would expect the room to be locked, and the building to be well-guarded and monitored. He also has no reason to suspect Walter of any wrongdoing at this point (or, at least, is letting his personal feelings cloud his judgment). I give that element a pass.
I agree he has to reason to think Walt is the elusive "master cook" he's chasing after just yet, but he should still think something
strange is going on with Walt.
Especially once Skyler started acting the way she has. Something clearly drove
her to want to cheat, and to start acting all shaky and afraid all the time, and to want to get the kids out of the house so desperately.
Any halfway experienced cop would have to realize it was something the husband was doing.