The majority of strength and cardio exercises are fairly simple to learn. Getting your form 100% correct is certainly more work, but generally not much.
Basic partner dancing can certainly seem fairly simple, but you very quickly move out of that and into the realm of most things being complicated. And even with the basics, if you actually focus on the technique, it's already a lot more complicated than most workout exercises.
I do expect that some forms of martial arts could be comparable (or perhaps even higher) in complexity to partner dance, though. But I'm not sure if I'd consider martial arts to be exercise as much as it's a sport or hobby.
(Source: former competitive ballroom and latin dancer.)