Well, his reasoning is that if this were more lively kind of dancing, he wouldn't know what the hell he's doing even more XD Especially because he's not gotten quite to the point where he can honestly be excited on a whim. Formal dancing is very much controlled.

Respectful is the best way to be towards Bastion gods, lbr. Zulf will make it very clear that the Festival is honestly them on their best days and they're capable of being worst. Duality and all that.