Sora has always loved dancing and has even gone to ballet school with Riku in the past (Riku's battle movements often mimic that of a danseur, although in later games Riku has taken on more graceful moves
especially in KH3 due to some reuse of Aqua's battle movements which are definitely like a ballerina Sora's are closer to those of a less graceful ballerina). Sora probably also has experience with other dancing styles.
If he had been left to live a normal life on Destiny Islands, he would have become a dancer or some sort of performer. His love of dancing is something he was afraid to take pride in when he was younger due to his inferiority complex in relation to Riku, but as he's become more adept at wielding a Keyblade, he feels more confident in showing off his abilities and using them. He loves incorporating dance moves into combat as it just comes so naturally to him.
It would explain why he is not shy at all about taking part in dances whether it be with Jack Skellington, Ariel or the whole population of the Kingdom of Corona.
(*cough* Sora and Riku know the full choreography of "I Don't Dance" from High School Musical 2, the best movie ever created *cough*)