We're drifting towards fully general counterarguments here. "There are perfect liars everywhere! How could you ever know there aren't?" "Finding no evidence for the conspiracy is proof of the conspiracy!"

In reality, liars have a more difficult job than unmaskers. The only person Dilbert's boss is deceiving is himself (and maybe his higher-ups, who I've never seen shown in the strip). All of his underlings know his real character. You just have to ask, "What has this person done?" And, of course, look for the answer.