Notes in my copy of P&P (Penguin Classics 1996) explain Lizzie's question to Mr Collins regarding dancing thus: "venturing to dance: Though he is sanctimonious, Mr Collins is not of the strict Evangelical persuasion which became increasingly influential within the Church in the early nineteenth century and which would have frowned on dancing and card-playing." Even though Lizzie probably knew that Mr Collins wasn't that way inclined in his theology, I guess she hoped that this doctrine might appeal to his sanctimonious manner, and therefore save herself the grief of dancing with him!