The only time I've ever seen men dance at a rock concert en masse is in a mosh pit. Women don't care, but men will at most stand there with both feet planted and either bend their knees slightly up and down or rock forwards and back at the hip, with their arms held stiffly at their side and head bobbing.
What I've noticed at every rock show I've been to is white men are extremely self-conscious about being seen dancing to music.