I see women dancing together all the time. I see nothing wrong with it. THe women I know do so because they somehow feel safer or more comfortable with another woman instead of a guy. When my sister goes clubbing, she usually goes with a group of girls and if a guy tries dancing with her that she isnt comfortable with, she gives a signal and one of her girlfriends come rescue her by 'cutting in'... and she does the same for them. Ive seen some pissed off men when that happens. I think its cool either way.