I don't think so. In a dance hall there is usually no real stage, just the dance floor on which people are expected to dance.
A varieté is completely different, because it's actually not directly demanding the visitors to be active themselves, rather sit in front of the stage and enjoy the dances or acrobatic shows presented by professionals. The varieté is linked much closer to the caberet in my opinion where the stress in on hunurous monologues or comical sketches.
“We have art so that we may not perish by the truth.”