All good answers^, and I don't have much to add. I grew up in a church that had these anti-dancing, drinking, smoking, playing cards, etc. rules. Our family used to sneak some of these things when no one from church was around

. The whole premise behind the no dancing rule is that dancing is
worldly. Most people dance in places that Christians "aren't supposed to go", bars, rock concerts, not to mention prom night when so many young people lose their innocence.
I've heard various explanations about David's dancing among fundamentalists: He did it in private before the Lord and so shoud WE do it only in private, the word "dancing" is another word for tapping your foot, or he was conducting like a choir director would wave his arms. None of which I agree with, just sharing some of the stuff I have heard.