Yes, thanks folks .. the scene was the one in "Sex And The Married Detective" .. I'd blocked out Peter Falk playing the Tuba as the rather cringy comic scene it was!
I'm no expert on Vegas but I suspected at the time the dancing fountains might have been some reference to the city extravagance (or as mentioned before Liberace!).
I'd often wondered about that odd scene and tried to figure out if it had something to do (just symbolic?) with the plot and never could determine anything. The suggestion it is just a "filler" makes the most sense. Then again, the theme that the detective is trying to "play" him, and it turns out that she has to "dance" to his tune . . . okay maybe I'm grasping here.