Necromancers are pretty somber characters. We had a discussion about this internally - what dance would fit the Necro? What would they do as celebratory?
In terms of Necromancer history, it's extremely out of character for them to do something as jovial as dance. We're really embracing the darkness of Sanctuary with Patch 2.6.0 and the Necromancer pack. The only appropriate response that made sense when asking a Priest of Rathma, dedicated individuals of controlled or suppressed emotion, to dance was for them to refuse.
I'd recommend taking a stroll through Campaign mode again if you'd like to learn more about their nature. There's quite a few nuggets of information to be gleaned! We've also got more content to share in the coming week that really digs into what the Priests of Rathma represent, both to our team as well as the denizens of Sanctuary.