Keep looking then. Most studios will offer group lessons simply because it's the best way to attract new students. The studio I go to charges $65 for a private lesson and $10 for a group. I never would have signed up for private lessons without being able to try group lessons first to see if I would even like it.
Also, a lot of studios will offer packages that will include a number of private lessons, a number of group lessons and a number of dance parties. There's a studio here in Las Vegas that offers 10 privates/10 groups/10 parties for about $500.
The thing to do is check around and see who offers what. It may not necessarily be the studio closest to your home, but it may be the studio that's right for you. Also, check the internet. That's how I started looking. Go to Google and type in "ballroom dancing phoenix" and see what comes up. I'm sure you'll find there's way more than just the one studio you've come in contact with.