It’s a reference to old (1930s) cartoons!

A lot of old cartoons had silly animals dancing to band music. Here’s an example, from Crystal S. In the Disqus comments, and here’s one I found from Getty Images.

The Disqus link has a lot of people older than me that, thankfully, confirmed it, because I had no way to describe it other than “old cartoons with silly dancing cows.”

I personally have seen it mostly referenced on Simpsons episodes from the 90s. I think Homer’s brain has had 1930s dancing animals in it at least once.

I think the implication might be that it’s either a lame party or they have to play really dumb old tinny music