Is there anything wrong with learning ballet for boy?

Why would there be? Dance requires a ridiculous amount of strength and coordination and when you're in a chorus you need to have an impeccable sense of timing (because you need to either be doing everything at exactly the same time or you need to know when to go if things are staggered) and amazing reflexes (if you're doing lifts and throws, sometimes things don't quite go according to plan and you don't want to stack/miss your partner or lose points if you're competing). The only downsides I see are certain other parents XD