Only her therapist would know ..
Seriously though, ask her next time you see her.
My guess is that it's nothing particularly ill-intentioned, since according to my understanding, for women the erotic and the sexual are not as regimented by gender as they are for men. Their communications are much more related to emotion than actual things. The emotion here seems to be femininity and liberation, something which she likely sees as a positive and meaningful thing.
But I really don't know what to make of the gay aspect. Maybe she sees the dancers as two sides of your nature. Maybe she hasn't solidified her own sexuality. Maybe it's just her wish for men to be more like women. Maybe she wants to ruffle your feathers with a picture that moves her in some way or that she perceives as crossing boundaries in an exciting way.
There are many possibilities for what it could represent further than that, but without knowing anything else it's just guessing. For me personally, if a woman is following my lead, behaving in a feminine way, and is not harboring negative emotions, I don't try to read too much into her thinking, and I accept a certain amount of weirdness as to her fantasies and affinities, knowing how chaotic and peculiar female emotions can get.
If she is trying to get a reaction from me by acting weird, I might do something about it if it goes too far, but I usually consider a bit here and there to be the natural course of things.
