Intuitively it seems plausible that tango dancing increases the chance of catching a virulent respiratory disease due to close contact, but I would like to see whether there is any data supporting this intuition, and if so, what is the effect size.
Clearly, compared with a complete lock-down, meeting in groups increases the chance of catching the disease, but this is not really going to be the relevant contrast class. The relevant contrast class is going to be "normal social interactions without tango dancing" vs "normal social interactions with tango dancing". I suspect that if a disease is highly virulent, then the likelihood that it gets passed on to people during normal social interactions is already set relatively high (based on how widely it is present in the subpopulation), and the additional increase in this likelihood by adding tango dancing to the mix of other social interactions is relatively small.
Also, I suspect that tango dancers, on average, are more health conscious and conscientious than members of other social groups. Although it happens, it is still less likely that tango dancers come to a milonga when they know they are ill with a virulent respiratory disease, than that members of other social groups come to their meetings when they know they are ill. So, if instead of tango we spend time in other social groups, this might increase the overall chance of catching the disease, despite that ceteris paribus the embrace increases the likelihood of transmission.
I don't know what other tangueros'/tangueras' experiences are, but I don't think me starting to dance tango influenced the frequency of getting the flu (I don't think that before I danced tango I had the flu less frequently than in the past dozen years). Of course, one needs to take anecdotal evidence with a grain of salt, so I'd be happy to read if someone had better data to judge this issue.