I've had it both ways, and different styles of teachers and classes.
In DD's current (and hopefully future as I never want to move her!) RAD ballet classes, we are meant as parents to sit in on dance lessons, take notes (oh yes!) and then encourage specific practise at home.
I mostly do as my daughter likes me to, even though she is now at senior school and certainly not a little one just starting out.
I often do video clips of both her and her teacher demonstrating, and she watches them at home. She finds this massively helpful as she spots her own mistakes.
I sometimes don't though as I have to work/travel.
As I said, I've had it both ways. Her previous dance school never let parents watch! It isn't that reflective in results either as both dance schools are some of the best UK wide and get 99% distinctions and are run by very well regarded dance teachers. Just different teachers have different approaches and want different things out of parents.
From Intermediate Level onwards, I doubt I'll watch much. I did sit in on my eldest daughter's grade 8 ballet practise private lesson though and thoroughly enjoyed watching her exam work and felt I then understood it more to support her.
As they get to a certain much higher level and age, it's not nearly as much.