Notice how it's all men in this thread who proudly boast they do not care about onlookers' opinion?
It would be nice to live in a society where promiscuous behavior of men and women are judged similarly, but we do not live in such society (and given that the differential judgement is likely rooted in the real informational asymmetry about fatherhood, which will not disappear, the differential judgement will also likely stay with us). A perception of sleeping around a lot will render a woman, in the eyes of a majority of men (including a majority of men with otherwise liberal attitudes), less desirable as a potential romantic partner. Tango is a close-knit community, basically with the moral behavior of a village (gossips, rolled eyes etc), not to mention that a portion of its dancers are motivated, to some extent, by tango's capacity to invoke traditional gender roles. Finally, when two people dance together a lot, people notice, and will make assumptions. These are all social facts.
My point above was about respect for and being considerate about your partners: a gentleman does not expose his non-life partners to the potential of negative gossip. There are enough people to dance with in a milonga; mingle and make more people happy. If you have romantic interests, or if not but the dancing is so good that you need to immerse yourself into it for a longer period of time, make an appointment outside of the milonga, away from the judging eyes of onlookers.