David affirmed that he was dancing before the Lord and thus not in order to find a new lover. When he then contrasts himself with Saul, that is meant to emphasize his humility. He was humbled by the fact that God had made him king over Israel and he would rejoice in this reality while remaining a loyal servant of the Lord.
21 And David said to Michal, “It was before the LORD, who chose me above your father and above all his house, to appoint me as prince over Israel, the people of the LORD and I will celebrate before the LORD.