I think it's possible that your DS is feeling a bit torn, to be honest Kat. If he knows that you don't want him to do dancing, and your exH is telling him that he does want him to do it, then perhaps he doesn't really know what he wants to do beyond wanting to please both parents.

Did the initiative for wanting to do dancing originally come from your son, or from your ex? This might tell you whether it is something he really wants to do or not.

If he is really keen, and the reason that you don't want him dancing is because of the perception of dance being a less appropriate activity for boys (rather than purely practical reasons like cost), then perhaps you might prefer something like the Tap Pups classes if they are in your area (these are the boys tap classes run by the Tap Dogs, and are very masculine). My old boss' son does them, along with soccer and rugby, and he loves it.