What about tape packs?
Interesting question. Deejaying is recorded music being "performed" by people who didn't make it - reinjecting a kind of liveness into it.
In that sense, all my cherished, endlessly-replayed pirate tapes are sort of live albums - or live bootlegs. The MC element adds another layer of liveness.
Having said that about 'no live dance music albums', i expect there are - didn't Daft Punk do one? Kraftwerk also (not quite dance music i suppose).