While it looks silly, it's used a physical representation of communicating with the other side. Similar to ceremonial dances used by the Native Americans.
What would be the alternative? Meditation? Chanting spells? Sure, it looks silly, but that didn't bother me one bit. I realized that they needed some mechanism to move the story ahead, so it's really just a plot device (albeit maybe not the most elegant one).
My only problem with the ending was that the dance had no tangible effect on the shooter. And the OA being there contributed nothing. She got shot but served no purpose. If she hadn't run to the school, nothing would have changed. The outcome was not affected by her being there at all.
It's odd that people would take issue with something like the dancing, and not question more substantial issues ... like when did the OA learn to read if she had been blind her whole life and has been in isolation since she regained her sight? She came right back from being released from her abductor and yet she can use the computer, type on a keyboard, read, etc. She knows what the internet is, how to do internet searches, etc. How would she know what any of those things are if she only regained her eye sight after her near-death experience with Hap?
All signs point to her always having been able to see and the whole thing is a manifestation of her imagination, mixed in possibly with some government experiment/program due to her possibly having supernatural powers of some sort.
There may be no redeeming factor from the show, but I certainly see some interesting features from the show. If there was no season 2 and this was a stand-alone show, I would assume it was all either a dream/imaginary and her waking up in the white room was her coming out of the dream. At which the entire show was a waste of time.
Hoping Season 2 doesn't go that route, if there is no actual supernatural work at play, that would be very disappointing.
They should have clearly used wands.