I'm not a dancer but wear dance tights for everything from working out to working in the yard.  I live in tights like some guys live in sweats.  I wear my tights to the gym all the time and never have had any bad comments.  Usually just compliments.  I'm sure it depends on where you live.  Here in Seattle, a very liberal place and very outdoors and athletic minded, people generally don't get in your face about trivial things like wearing tights out and about.