Dance was part of Music and Dance along with the musical instruments but I think the skill for it is technically a hidden one or maybe is rolled into the creativity skill. It also wasn't for ballet specifically. The Ballet Bar raises fitness (and absolutely everyone and their mother is obsessed with it at least in my games lol) there is the ballet career which is one of my favorites even with the high number of friends that you need to maintain for it.
Sims 3 has a ballet/dance skill I believe if you buy the studio from the online store and children can take ballet lessons if you have whichever pack it is that added the after school activities (Generations I want to say?)