It's kind of a tough call. In as much as she was up front about it, it sounds like it wasn't cheating in her mind, and intent does make a difference. Also it's possible to have someone grind against you on the dance floor without really being a participant. But... Grinding against someone intentionally? Several someones...? And then having no idea what might have transpired in between dances?
I wouldn't be comfortable with that.
It's true that there's an element of courtship and/or intimacy in most traditionally male/female dances, but, barring maybe the lambada, there's none that I'm aware of in which pressing your groin against your partner is a requisite. Dances can be innocent, heck, even kissing can be innocent, but grinding is about half a step away from dry-humping. I'd say it's well within your rights not to be okay with that. Just don't be a jerk about it, especially if it was innocent in her mind.