That's a very interesting question and the answer is, it depends. Some places are friendlier than others, but my personal opinion is that it's not impolite to refuse a dance. What's more important than the occasional refusal is the manner of the refusal. If a woman doesn't want to dance with a man who asks her she shouldn't say, "maybe later" or, "I'm just going to get a drink"; this is just setting herself up for another unwanted approach later and is not fair on the man. She should have the courage to just say, "no thanks" and leave it at that.
