Do guys feel rejected when girls want to stop dancing with them?

From your description, what you were doing was not dancing, but virtually making out vertically! Unless you enjoy this, find another dance partner or partners that know how to actually dance! While dancing, the guy is supposed to lead, but it is your responsibility to demand you be treated as a lady, not a piece of meat! And yes, while dancing, one must be able to move ones feet, or it isn't called dancing! If guy is actually dancing with you respectfully, one should finish that particular dance, each say thank you, then walk away. Otherwise, as you described what these guys were doing, walking away at any time you feel uncomfortable IS in order! Dancing is done in public, making out in private! Please understand this is NOT a reflection on you, but the jerks you were "dancing" with!