As a ferret owner who has witnessed many a weasel war dance, my running theory us that it’s actually a trick to cloak their smell.
A large amount of war dancing involves them rolling around on the ground, as if to rub as much of their body and fur into the ground as they can.
If they did that out in the wild, it’s easy to see how this would potentially temporarily cloak their smell in dust and dirt and, right before they go after their prey. It also would probably kick up a bunch of dust into the wind too, which could further mask their approach.
A lot of weasel small prey targets primarily use smell as an early detection. If the weasel has effectively cloaked themselves, it could get them an extra second or two of closing the gap before their prey notices them, which could be a big part of why they’re just so dang good at hunting.
Ferrets are, in fact, such effective hunters, the British government many centuries ago put restrictions on Ferreting (the usage of ferrets to hunt with) cuz it was so efficient it was causing depopulation problems.
What music do they war dance to?
Screeching Weasel, definitely. Probably a bunch of Fat Wreck Chords compilations.