The Baptist fear of dancing is less to do with biblical events and more to do with the fact that in western cultures, in many different periods, dancing was seen as decadent. Consider these settings:
While this is not anything like an exhaustive list, you will notice that all these settings had (at certain points in history) massively "non-christian" connotations... hence the fear of dancing.
A piece of little known trivia: many baptist churches built in the past 100 years or so have slightly sloping floors. I always thought it was so the people at the back could see better, but apparently it was so as to render dancing more difficult. The tradition of fixed pews (benches) also owes something to the same train of thought.
mblase tells me that originally “rock and roll” was a euphemism for, as he puts it, "bedroom sports." In other words, the two terms were, in fact, closely associated.