As akuperma mentioned, this is an an ancient minhag. It is brought down in Machzor Vitri (circa ~ 11th century CE). Further, by the end of tantz, which is when the chosson and kallah are the final participants and is typically quite late into the night, ONLY immediate family should be there. Also, the minhag by even many who do not have a mitzva tantz (i.e. Chaim Berlin’s minhag) is that the choson and kallah hold hands in public from the end of the chupa into the yichud room.
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