The title—"Why Don't You Dance?"—refers to arguably the creepiest moment in the story, when the older man gets super interested in watching the young couple dance to the music he plays on his ancient record player.
We're never quite sure what's going on with the older man—you know, like what happened in his previous relationship that made him toss all of his belongings out on the lawn and put them up for sale—but it seems like he's getting some kind of charge out of watching this younger couple at the totally opposite end of the relationship cycle. They're at the beginning of everything, setting up their house and all that, and the older man seems attracted to this.
In fact, the older man even gets in the middle of the action when the younger man becomes too drunk and the young girl starts dancing with him instead. There's a whole lot of weird psychological stuff going on here. We're not sure what, of course, but "dancing" seems to be tied up with love (and probably sex as well), which doesn't seem like the happiest area of the older man's life when the young couple comes on the scene. This is probably why the older man is drawn to the dancing (both participating and watching) and, in turn, why dancing is in the story's title. It's just that central.