I fail to understand why the dance part is so important? Malhar is not old school, Kalyani is a modern girl who just danced with her Best Friend. And Malhar was hurt about Rachit's confession, not their dance.
I admit, he has been guilty of marrying her forcefully and loading her with too many responsibilities, it is justified as well. As much as Pillu needed a Mother, Malhar was too angry about Sampada's betrayal and Kalyani's alleged involvement to think straight about everything. And he did admit that he married her because he wanted revenge.
It was later on after the second marriage when Malhar said dil se apna man ke shaadi ki hai. And if I'm not wrong, this guy is introduced so that Malhar can get more expressive about his feelings, even if it means that he is guilty. Maybe once Kalyani speaks up about this his guilt will go away forever.
Maybe we all need to be patient so that we can enjoy this track. Mainly because after a long long time, things are focusing on KalMa.