There are actually two versions of this song, "All Alone" and "All Alone (Instrumental)". The instrumental version was used for this dance.
The edited version of this song used for the dance includes a few lines from the song "So Many Guns in New York" by Lukas Kaiser, and "All Alone" was interrupted many times by news-style announcements about gun violence. In the episode version (Runaways), only "All Alone" was heard.
Youtube link Full group dance; filmed from the audience; good quality