EXCLUSIVE

J.B. and Selena hit up Action Dance Studio in McAllen, TX yesterday after their coffee date ... spending 2 hours in a private rehearsal space with a choreographer.
The door was covered with a plastic mat during the sesh ... and security stood guard. The owner says the couple seemed "really close and into each other."
What we don't know ... why there were in a dance studio.
BTW ... the rich really do get richer ... they didn't pay the studio a dime.