If being part of high-class society has Elio anything, it's that dancing is one of those skills that must be mastered since your worth is partly judged by how well you can properly move your body. And given that he formerly followed the "Argentium Perfectionism" mentality, and part of his duty as an Argentium - especially as the eldest of the younger siblings, is attending soirée, socials, and the like to properly represent the family, the answer to this question would be a hard "yes".

Back when Elio had tutors, he and his siblings learned and thoroughly practiced basic dances common to high society. This skill was also one of the few necessities back when he attended T.U.A. since small parties and social gathering were frequent; though he and Renée were socialites at heart, they nonetheless had to do their damnest to solidify their position and maintain their dominance. Although, like with learning and speaking multiple languages - it was a something metaphorically beaten into him, he at least had fun doing it. Eventually, he learned other dances on his own and, while he has some level of proficiency in them, it was quite an enjoyable experience.

On an interesting note, Elio discovered that martial arts and dancing frequently intersected via the importance of footwork - which made the learning process in both areas much easier.