I want to start by saying that I think honestly saying “No thank you” is indeed nice and polite. I think that a woman should feel comfortable to be able to politely say “no thank you” without being demanded an explanation. When someone says “thank you” after the “no” and they are smiling sincerely, as I was, YES it is nice. May not feel nice for the guy, but it’s proper and polite.

HOWEVER, regarding your comment about this fellow at Club Espanol, in hindsight I do think that he deserved an explanation of how things work. Of course, I don’t know what language he spoke so it may not have been possible. Miss Tango actually did turn someone down and told that person that if they did the cabaceo from across the room, she’d dance with them. I liked that approach…
On the other hand, in preparation for his trip to Buenos Aires, it was his responsibility to research the local customs - there is a lot written about them everywhere, especially on the internet…

Wouldn’t “nice” behaviour rather have been to explain the conventions to him rather than see him humiliated like that?

ps the man had two toned dance sneakers, which makes him very much a tourist. why don´t tango schools teach the cabeceo, life would be much simpler for everyone involved.