It means he is not trying to hide what he believes (or how he feels, what he will do, etc.). Dancing in this context means to try to evade or hide something through trickery (e.g., dancing). Unless, of course, you're reading about dancing.

In U.S. English, being verbally evasive and not answering a question directly is called "dancing around" the issue. "What do you personally think about issue X?" "I think it's a matter of state law that should be handled individually by each state." "That's just dancing around the issue, I asked about your personal opinion."