The general rule of thumb when considering if a general activity is on-topic for Sports SE is to consider if the activity can be considered competitive.
The on-topic page states:
Sports Stack Exchange is for participants, hobbyists, and fans of all
sports and forms of competitive physical activity.
I have a hard time specifying general dance as on-topic. Again, competitive dance is on-topic, as long as it is clear that it is about competitive aspects. Competitive aspects include preparation/judging mechanisms/history for said competitive dance to explore a few of potentially many topics.
However, some exceptions arise when it comes to expertise. For example, this question was about running in marathons, but expertise was better served at Fitness SE. It can be on-topic for both sites, but discretion shall be used to give the question the best opportunity to obtain good answers.