In this example, doing a dance during conversation infers that the man won't get right to the point and answer the woman's questions directly. He's hesitant, doesn't want to share all the information he knows, so he talks 'around' the subject. This irritates the woman because she wants direct, specific answers from him. Having conversations wherein you have to talk in circles around a topic instead getting directly to the important point is called dancing- when we dance, we go in circles around each other. I hope this makes sense :)