What is the purpose of artistic interpretive dance? That's kind of an unfairly open-ended question. You might as well ask what the purpose of art is. Nonetheless, director Choi Sang-jin attempts to answer this question by looking over the life of Lee Sam-heon, a man who once dreamed of ballet. Lee Sam-heon modified his ambitions in response to the Gwangju Uprising, having concluded that the power of artistic interpretive dance can and should be used to further the cause of social justice.
In general I don't like the idea of social messaging in media, mostly because the usual dumb thinkpieces completely lose sight of how most of our entertainment is an explicitly commercial enterprise intended to sell merchandise. "Dances with the Wind" is a weird case in that Lee Sam-heon abandoned the possibility of media respectability in order to stage complicated traditional Korean shaman style dances at political rallies. If you've ever been to a South Korean leftist political rally and saw a guy dancing, it was probably him.