Personally I hate it - although I've never had a guy ask me if I wanted it beforehand. Most of the time it's an unwelcome stranger who also thinks it's also okay to grope me, which is sexual assault and horrible (for obvious reasons). Sometimes it's a friend/acquaintance of mine, but it's essentially the same scenario.
Having said that, I'm biased as I've never wanted a guy to "grind" on me when dancing so I can't entirely answer your question. Obviously if she wants this and has made that clear to you then it's fine, but the reason that it feels great for you is because it rubs against your dick so I can't see it doing anything for the girl.