Harry and Hermione do have a special relationship (close like brother and sister) and there would, definately, be a very logical reason for their dancing in the movie. With Ron having just left and Hermione feeling sad and lonely without him, and Harry missing Ginny, they sort of need to console each other.

As for the nude scenes, I'm kind of with Bellatriscrucioyou's points (Yeah to the Kings Cross scene and we'll see for the other.....)