Did I miss something? is a rhetorical question. I could paraphrase it like this:
Did I miss a key point somewhere?
Did I miss a memo [specifying something to the contrary]?
Did I miss a meeting [where everyone decided that dance is not important]?
I haven't watched the TED talk yet, but I'm guessing that the speaker is talking about how the fine arts are getting deemphasized in education while a heavier emphasis is being put on fields like science and mathematics. The speaker's point would be that we shouldn't deemphasize the former in our quest to bolster the latter.
The speaker is essentially stating that dance is an important part of life.
The presumed answer to the speaker's question would be:
No! Of course not.
(That is: Of course there was no meeting where everyone decided that dance is not important – because everyone knows that dancing is important. After all, we all dance when we're allowed to. It's a natural expression of emotion.)