It's been a long time since I bought dance shoes, but there are ladies practice shoes available (if I recall correctly you're a lady?) with split as well as full soles, depending on the model. A lot of the "cuban" heels are latin practice shoes and will have split soles, but there are other chunky heel models that have full sole (or have both options available for that model).
I'm not sure where you usually shop, but for example:
Heather model in full sole (also available in split sole) from International Dance Shoes:
Ballroom dance shoes for the social dancer, amateur competitor and professional. Over 10,000 pairs stocked in our US warehouse
showtimedanceshoes.com
Supadance 1026:
Ballroom dance shoes for the social dancer, amateur competitor and professional. Over 10,000 pairs stocked in our US warehouse
showtimedanceshoes.com
Hopefully others with more recent practice shoe shopping experience will chime in, too.