The dance takes place in a luxurious mansion with a fireplace, a piano, and a moving polar bear rug. Prior to the dance taking place however, a cutscene emerges that is shown through one person's POV of the other and vice versa. The characters are still in the mansion, but its visibility is overshadowed by a background of hearts.
Appearances in other songs
Neither of the two characters associated with Why Oh Why have appeared in any other song in the series.