Gypsies did step dancing - in winter months it was a means of getting warm, and communal entertainment. The Irish connection is there.

And clog dancing was popular wherever people wore clogs. The traditions that survived are the evidence. Who knows what traditions didn't? WW1 put paid to some, as evidenced in the Film "The Way of the Morris" and Adderbury Morris.

As was said - their tradition was not high on their agenda - those that returned needed to get back to normal life and presumably the gap was filled with new fashions in many places. eg movies, the charleston, etc etc.

As I usually point out - you just dun gotta have been there, to understand.