What does it mean when the host and the parasite are always in this really intimate dance together?

The phrase, parasite and the host are always in intimate dance together depicts the co-evolution of the parasites according to the host.

In case, the host adapt to a certain character, the dependent parasite also need to evolve in order to survive. So, any change in the host's behavior cause changes in the behavior of the parasite. As, in the intimate dance, if a dance partner changes his position or moves, the associated partner also reacts according to the changes and matches with the other partner, so, that they always remain intimate.