Dancing means exercising the body to a rhythm, and this is great practice for a martial artist. Some dances even have special relevance to martial arts.
Moonwalking (travelling with both feet flat on the ground at all times) is a very useful, advanced practice in martial arts; whereby one adjusts to compliment the position of their opponent, without over-leaning to any side at any time, and without compromising the stability of having two anchors (feet on the ground) at all times.
Various old styles of martial arts, including a couple that I've practiced, have their own traditional ways of practicing what could be described as Moonwalking.
See Michael Jackson's crane-style dance moves, which resemble some techniques from classic crane-style martial arts. Notice also how MJ & GoSu, each in their own way, can step quickly & smoothly in various directions, while maintaining a balanced & upright stance at all times.