Does making the characters "dance" in Final Fantasy XIII do something?

My friend left it on while he went somewhere and I just messed around a bit. The movement was a bit jerky and I noticed it looked like the girl with that fold up boomerang dohickey, Hope I think her name was, danced when you quickly alternate left and right. After a few seconds of that, she stopped and shook her head as if disappointed. What does that do?