Steps to recreate:
get an allay on a lead next to the juke box
start playing the otherside music disk
then wait for the song to end
then the music will stop and they will keep dancing next to it
then take the music disk out of the juke box and they will stop dancing
I've seen this with my Allays and have had times when I cant lead them when they are not visibly dancing because there is a music disk in a jukebox nearby but I have unloaded the chunks the Allays don't seem to know anything about the jukebox except if there is a disk in the box or not a disk in the box and react accordingly.