Hmm, let's give the guy a break. The way he expresses himself is rather ignorant, but if he had never been exposed to dance before, I could see where it would be disturbing. At least he asks for a sanity check, there. And if he were a rational, well-informed, there is still cause for concern, as she may discover something in dancing that he does not provide, as I had talked about earlier.
The way he expresses himself says that he is not a rational person. A mature response to concerns like that is to say "Hey, I saw these videos of salsa--is this what you want to do? I'm uncomfortable with that, can you explain?" Not to have a tantrum and make threats. If he IS worried about her finding another guy while dancing, he's probably justified because she could do better.