"A good golfer will feel the weight of his club head when swinging the club. Should we not then feel the weight of the foot and feel it move rythmical with the body to the music?"
No. The golfer is not trying to progress his body, but to progress the ball, for which the club head is a sort of substitute bafore and after the moment of impact.
As dancers we are trying to progress our bodies, our feet just happen to have to stay within a few feet of them.