Women are confused because they have no real perspective on the immodesty and impurity thing. Most of they were once silly teenage girls, but they don't really understand how male teenagers work.
I could probably see some ballet dancing and not sin, because I am not a young man anymore, but this would not be the case if I were under 20 or so. The clothes are scandalous and so are the movements. Even if most male teenagers would not be tempted by it (because they are used to seeing much worse things), it does not make it an acceptable form of art.
Not all dancing is sinful, but ballet surely is.
If you encourage women do take part on it, they will get used to expose themselves indecently, plus, they will be an occasion of sin for men. They might not realize it right away, but, once they understand it, their sin will be worst. If they are attached to the art, they might rationalize and keep on dancing, which will only make they go deeper into sin.
One could encourage some real traditional dance, those that were already existent by the XVIth century or so. Girls will be happier practicing a real sinless and edificant art.
I did like some bad art when I was young, and I admit I probably would still enjoy it if I listened or watched it again today. It brings back good memories and is pleasant to the ears and to the eyes. But I don't go around trying to convince others (and my own self) that it is good and edificant. I know it's not. I have the moral duty to see things are they are and to be honest. Art touches our emotions, but we have to analyse it rationally.