Lots of people are uncomfortable with lots of things. I don't think the discomfort of a small minority of people is a good reason to not do things. This party also including flashing lights, darkness, crowds, and loud music. I would wager some people were uncomfortable with that setting. Rather than insisting on changing the setting, I'd recommend that people who are uncomfortable remove themselves.
If you look at the video, the dancers don't look out of place in that setting at all. I don't think they're necessary by any means, but people throwing a shit fit and saying that it's disrespectful to women is very odd.