You haven't said anything about the guy other than that he's danced with your friend a lot and once gave her pretzels.
How old are you three(man, friend, you)?
What makes him so suspicious-looking?
What if he's just a quiet shy kind man who finds your friend attractive and thus wants to dance with her?
And elaborate more on this you making some joke, your friend laughing, and the man glaring at you. Maybe he finds you annoying?