First Organized Activities

Your child is 3 and is enrolled in their first organized activity, a dance class.  The class seems to be age appropriate.  It is 40 minutes long 1x per week and includes a wide variety of activity so the children don't lose focus.  The kiddo does not attend preschool or daycare, so this really really is the first "classroom" type activity they have ever participated in.

Every week, the child seems excited to attend and keeps asking when class is and when they can go back.  However, once there, they have problems staying focused.  They keep leaving the dance floor in the middle of class for water, to sit with you, to tell you that they want to leave, to tell you that another child "touched" them, etc...  Some of the other children do this as well but your child does it with more frequency and to the point that they really are not even doing the class. 

You have paid for the entire session, which lasts another 8 weeks.

What is your parenting approach?  Yank the child out? Do nothing? Punish them for leaving the dance floor when they aren't supposed to? Establishing rules around dance class (if you leave the floor, we go home)?  Dropping kid off and leaving for the duration of class so that they can't use you as a crutch?  Something else?

EDIT:  None of the teachers of the class have spoken to you about this directly (about it being disrupting or anything) but they have gently coaxed child back onto the dance floor.