A point that may or may not have been mentioned. Based on my experience with exercise and having some experience with weight training exercise dieting…I can’t imagine any high impact women’s dance class that burns a significant amount of calories as well as works the whole body as being Tzniusdig in any way. To burn calories you need to put in a lot of effort so automatically that will require all kinds of crazy contortions of the body which aren’t tzniusdig.
If you want to burn calories do Tae-bo or some other kicking martial arts type workout. Most dance workouts are just not Tzniusdig, and if you are serious about losing weight do treadmill or elliptical or jump rope because they burn the most calories.