If I may, I would like to try to shed some light on this topic! Recent research on music indicates that the feelings (or lack of) we get from it come from noticing a pattern (such as a series of musical notes), making an automatic subconscious prediction based on that pattern (guessing what notes will come next) and whether that prediction comes true or not. In short, if a song starts, your brain automatically makes a prediction and, if it comes true, you feel good (and thus enjoy the music).
A bit more info here:
http://www.bbc.com/future/story/20130418-why-does-music-make-us-feel-good
I believe dancing is related to the pleasure we get from listening to music. The gratification the brain receives when it predicts the pattern correctly is probably amplified by giving instructions to the body to move in a way similar to that of the pattern and correctly following those instructions (the better you dance, the better you feel about it).