Director gave the answer himself, from comicbook.com
“There was actually a scene that we cut from the movie where big Groot
was dancing to 'Livin’ Thing' by ELO,” said Gunn. “And it wasn’t such
an elaborate dance. It was more that he was just moving up and down
like this, and Drax was dismissive and gave him this look like he was
a loser when he did that.”
Gunn added, “Dancing is ludicrous to Drax. I don’t think he
understands it. If Drax owned a town, if he was a mayor, the first law
would be no dancing. But yeah, so at the end of the movie, little baby
Groot didn’t want to get caught dancing, because he would kill him.”
His disgust for dance was more clear in the second film transcripts:
Drax: Everyone in the village flailed about, dancing. Except one woman. My Ovette. I knew immediately she was the one for me. The most
melodic song in the world could be playing. She wouldn’t even tap her
foot. Wouldn’t move a muscle. One might assume she was dead.
Quill: That does sound pretty hot.
Drax: It would make my nether regions engorge.
Quill: Okay. I get it, yes. I’m a dancer, Gamora is not.
Drax: You just need to find a woman who is pathetic… like you.