I don't know about your dancers, but for native dancers at pow wows, it is expected you will ask the dancers if you can photograph them before you take pictures. It's not a law, but it's an expectation. Personally, unless have a model consent form signed, and I ask all my clients to sign one for my guiding business, I wouldn't argue with anyone who asked to have their picture taken down.
However, when I go to Niagara Falls, I have only asked street performers or other people there professionally for their permission. But, that's outdoors in a public space, and I've only been asked once to delete a photo, it was really bad photo so I didn't care, and only one client has refused to sign my model release. She was just graduated lawyer and claimed if she signed it I could use the pictures for anything. The reason we get the consent form signed is so we can use the images on our company website. I used one of her pictures anyway, but she was facing away from the camera pushing a boat up driver, it could have been anybody.
And even though it is expected that you ask in advance, when I gave one of the native dancers a copy of one of the photos I took, he was really happy with it, and thanked me several times, even though I hadn't asked permission. I just try and respect other peoples wishes. But for candid shots... asking ruins the shot.