Merry Dance Meaning

(idiomatic) A useless waste of time resulting from a deception.

Example:   The children led us on a merry dance with their stories of strangers and shadows in the night.
1912, Stratemeyer Syndicate, Baseball Joe on the School Nine Chapter 1
  "That's what happened to me the last time you fired a high snowball. Peaches. That's why I didn't want you to try another while I'm around. You wait until I'm off the campus if you've got to indulge in high jinks. Come on now, fellows, since Peaches has promised to behave himself, let the merry dance go on. Have you tried a shot, Joe? Or you, Sister," and Teeter looked at the newcomers.