HaKatan: For your first point, sorry, but the Rambam disagrees with you. He said that anything which enhances a marriage is holy and permissible (provided it isn’t against halachah).
As for your second point, I disagree with you. Yes, obviously the intimacy in marriage is private. A Zumba class is not part of that. There is nothing wrong with women dancing together. The fact that it can be used within a marriage does not mean the thing itself should always be private.