Metal is good at a large variety of dances, especially ballet since it's a graceful dance and helps him with dodging attacks. He'd be utterly humiliated if someone found out about this so it's a secret he keeps.

Example.
One time Eggman almost walked in on Metal doing ballet, Metal instantly stopped and when Egg,an asked why classical music was playing Metal said it was because he was looking for a station that played metal rock.