Vogue is another form of modern dance, really emanating from Harlem, which can be taken to degrading and sexualized extremes (and, which is undoubtedly how homosexuals expanded it so).
If you avoid that aspect of any dance, then it is OK. Despite these concerns, modern dance is often very artistic and interesting (as a musician myself I appreciate all art forms). If you are part of a dance group that doesn't hold the same values that you do as a Catholic, use your judgement in forming some boundaries.
At some point the permissive culture clashes with someone holding timeless values that uphold human dignity and virtue. Just don't go over the cliff with the others.