So, I've asked if opinion on Dio's is true:
Both legacies give you one more check on parry/dodge if you failed first.

Nep's answer was:
Well, yes but at the same time no.

So I ask the following question:
who will benefit from, let's say, Dance more:
low dex char (17-19)
mid dex char (20-22)
high dex char (23-25)

?

Like all my answers, it's complicated.

When a check is made for Dance, it succeeds the most frequently for the high dex character.

However, because the high dex character without the legacy dodges well and the the low dex character without the legacy dodges poorly, even though it works less often for the low dex character, it will be more noticeable and might be more valuable.

Purely fabricated numbers, which not only are not accurate but probably are not even proportional to the correct numbers, so please do not read anything into them. Let's say:

Low dex char normaldodges 50% of the time and dancedodges 40% of the time.
High dex char normaldodges 75% of the time and dancedodges 60% of the time.

Adding dance would mean the low dex character would dodge a total of 70% (50% + 40% of the other 50%) of the time (these chances aren't additive).
Adding dance would mean the high dex character dodges 90% (75% + 60% of the remaining 25%) of the time.

The high dex character is by far the dodging king, but the low dex character in a sense saw more of an improvement.

Call high-dex "Elf" and low-dex "Giant".

Assuming equal damage reduction, consider how each fares against a theoretical opponent (Bob) who dishes out melee and non-melee damage at equal rates when fighting against Giant sans legacy.

How much does taking Dance reduce the overall damage rate for Elf vs. Giant when fighting Bob?

First Giant:

When fighting Bob, Giant takes 50% of his damage from melee and 50% from non-melee. Using your numbers, Dance means his melee damage susceptibility decreases by 40%. This translates to a 20% reduction in his overall damage when fighting Bob, meaning he can last 1.25X as long in combat before dying.

Now Elf:

When Elf fights Bob, Bob still causes the same amount of non-melee damage, but his melee damage is reduced by virtue of Elf dodging better. Specifically, 66.6% of his damage will come via non-melee and 33.3% via melee.

Dance reduces Elf's melee damage susceptibility by 60%. But, since he's taking proportionally less melee damage to begin with, his overall reduction in damage rate is still only 20%. So, just like Giant, Dance lets him stay in a fight against Bob 1.25X as long as he could without the legacy.

Some other thoughts:

* Dance/Ward suck against opponents where a proportionally small amount of their damage is from melee attacks, e.g. invokers.

* Dance/Ward should shine in situations where an opponent is trying to lag you out via non-damaging means, e.g. bash, trip, etc. In these situations nearly all damage is melee damage. When all damage is melee damage, using Nepenthe's numbers, Dance gives Elf 60% dam redux and Giant 40% dam redux. It's like having sanctuary. Caveat: this breaks down when fighting someone who deals damage via automatic means, e.g. riposte, prayer beads, etc.

* The proportion of damage coming from melee can change significantly over the course of a single fight. For instance, consider an opponent who hits you with damaging spec moves when you're healthy then switches to bash once you're hurt. Against such an opponent Dance/Ward do less for you early on since the proportion of damage from melee is lower, but more for you towards the end when you're hurt and your opponent is just spamming bash.