Danseurs never wear leotards over tights in dance class. It destroys the look of the male body!
As for wearing leotards alone to class, I have done so in studios that were not air conditioned in the summer (back years ago), but it's really important to have some leg covering to keep in the warmth.
As for these modern days, most guys wear biketards or unitards with short legs rather than the leotards: full seated leotards have this habit of the seat edges creeping up the butt-cheeks!
balletboy[/i]