No, as I said, if anybody wants to change the way they dance, by all means they can go for lessons.
That said, I don't really see how you can objectively 'improve' as it's literally just your own personal way of enjoying music - which I don't see can be 'wrong' or 'bad'.
To me, it would be like telling somebody with a Cockney accent that they could have lessons to 'improve' their accent and learn to talk more like the King. If they want to go for elocution lessons, to sound less like themselves, that's up to them; but I for one wouldn't be telling somebody that their own natural way of expression needed 'improvement'.
If you wouldn't sit next to somebody watching TV and telling them off for not laughing or crying 'properly' at the 'right' times and enjoying it the same way as you, why would you make their dancing all about you and believe that they should enjoy the music in the same way that you do?
As for embarrassing a spouse, I'd totally agree if you were taking your clothes off as you danced, or drunkenly rubbing up against strangers; but just how you move your arms and legs... why does it matter? Do people doing karaoke get told off by their spouses for 'embarrassing' them if they don't have objectively great voices - and told they need to go for singing lessons?
It's not your professional job; it's literally just people out for a night and enjoying themselves.