There are often many correct ways to express things. "Style" refers to making the best choice out of several correct choices.
The pattern "A, B, C, and D" is the most common, especially in writing. It is emphasized in teaching because proficient native speakers know how to say things, but don't naturally know where punctuation marks should go in writing. This is the standard form for writing.
The pattern "A and B and C and D" is a style choice. It is perfectly correct. It feels informal. It is more common in speech than in writing. It emphasizes the length of the list, and is also a way to stretch things out so that listeners get a split second get a flash of a mental image of each thing. It is also a kind of filler word. It gives us the feeling that the speaker is trying to remember items on a long list, and saying "and" to give themselves time to think of the next one.
When I read "and sang and danced and ate pizza," I hear it in my mind as spoken slowly, to give listener time to "be there" and imagine the scene.
You would not use this kind of language in expository writing, in a factual essay, in conveying information. You would only use it to express an informal tone of voice.