Haha, so cute! My cockatiel Jello likes to dance along with music too, but she's not quite such a good dancer. Cockatiels and cockatoos have the brains of at least 5 or 6 year old children (with a strange obsession with shiny objects like nibbling earrings) so nothing that they do really suprises me. This one in particular has a good sense of rhythm and variation to its dance, Jello mostly just bobs her head to the beat and whistles along. I also met a horned dragon lizard who liked to rave, he'd bob his head to the bassline and half-step back and forth to it. Then when you finger-danced those little glowsticks near him he'd flap his legs and stick his tongue out at it.
Animals love music.