Why is Hank acting like that? *Spoilers*

It was a pride and dignity thing

Ask moviechatuser497😆

Hank was deeply depressed and feeling helpless that his life and career were potentially over, coupled by his obsession with "Heisenberg" and the rest of the Police Force thinking he was nuts

BKB gives a great explanation. I'm going to add a little more:

Hank struggles with mental health problems throughout the show, and they're exacerbated by his persona - the "mask" he wore for everybody around him.

For example, Hank had PTSD and was stifling it. He was all about the machismo, and when he got into real trouble, real danger, he started having panic attacks and flashbacks, and he was bottling it up (not just the Schraederbrau) instead of dealing with it. If he went to a headshrinker instead of trying to be all tough, he'd have worked through it better without lashing out at Marie.

We saw signs of this kind of cycle with Hank elsewhere. Think about his responses to his encounters with Tuco and Tortuga.