[In Victorian England, nobility of either gender are supposed to know their dance steps and if you don't you're not a real man, so. luckily (??) no judgement from Sebastian. For once.]
Excellent, then - that simplifies matters. It is not considered all that proper in every social circle, after all.
["When you waltz, the man and the woman dance so scandalously close and it's very risque", he means (obviously).]