Danser sur de la musique électronique

Michelle, prepositions are weird and wonderful words. They often have more than one meaning, and can be used quite differently in English and French. 

‘… danser sur de la musique…. ‘ is correct. The English translation is given in the exercise if you click on the phrase - ‘ … (to) dance to music …’

See example for definition 3 for ‘danser’ in Larousse link -  ‘ mouvoir le corps en cadence ‘ :

 https://www.larousse.fr/dictionnaires/francais/danser/21621#locution  

and wordreference link for various translations of ‘sur’ :

 https://www.wordreference.com/fren/sur