if somebody looks zumba like a “sport” , a dance , (like sport) …. i think there is no problem with tznius and halacha but if its more that its probably a little problem of tznius because i think its not “very kosher” as dance…its little provocant …(like some other dance ) …
but i’m not a possek halacha …
ask your Rav /Rebetzein or someone you can discuss with about that …