Most vintage dance belts (pre 1980) were extremely uncomfortable, designed as some sort of penance for men bold enough to wear tights. Although new designs have made giant strides forward in dance belt comfort, it's still almost a tradition for male dancers to complain about them. But they wear them voluntarily, knowing dance belts are the best thing to keep their male parts safe and secure, and their line smooth. In the words of one adult student, "the only thing worse than wearing a dance belt is not wearing one. I can't imagine dancing without it."
ABT dancer Sascha Rudetsky (quoted in Dance Magazine) said, "Some men rely on a lucky dance belt to cradle them in security and elevate their performance."
Many students attending performing arts high schools wear their dance belt all day, every day. Don't whine about wearing one for a single class.