I don't play Cajun music personally (mostly trad English dance music), but I'm sure that the following is true of Cajun dance music as well.
When you play dance music for dancers, it sort of completes the music. The music is missing "something" when it's divorced from it's natural enviromnent.
Positive feedback from dancers (I mean during the dance; in the way that they move etc) can inspire you, let you understand the music better and make you play better.