I think that a good thesis statement for the waltz would be: "The Waltz" is an allegorical tale that uses a seemingly simple dance by a couple to discuss the intricacies of 20th century relationships.

From there you can discuss women's overdependancy on men, and relationships that are hurried because people see them as their last chance. This leads to unhappiness and abuse situations. However, like the couple in the dance, the marriages continue.