Actually I only seen that option come up when I put on one of the two Latin channels at my Sims home. She tends to do the other dances (she also has topped the dance skill) with the other channels with no options to do the Rhumbasim so far anyway. She just does them. I wonder if it matters that my sim prefers doing more studious or fitness activities than she cares to dance. Even though I managed to make her master all the dance skills - she does not seem to really care for dancing. Perhaps this has an impact on this particular Sim. It's a thought anyway.
But Like I said I will see if it matters at the clubs.
I know when she is on vacation though - she gets options to do all the dances .
ETA: My sim does not have the dance machine trait or any music related trait at all - not sure if that matters or not. She's an astronaut (level 8), and has all traits and skills etc to do with that career - like fitness, logic, genius, etc. Again not sure if it matters or not.