While Shaggy and Velma have a close friendship and often work together to solve mysteries, their dynamic is usually focused on their roles in the group: Shaggy as the cowardly but loyal best friend and Velma as the intelligent and analytical one.
However, they do occasionally engage in some lighthearted moments, but dancing together isn't a common theme.
If you're looking for a Scooby-Doo episode with a focus on romance, you might enjoy episodes featuring Daphne and Fred, who have more of a romantic dynamic.