There is no "AF-Assist" mode that I am aware of. You either have AF-Assist enabled on the flash or you don't, but the flash itself will always fire when turned on. The only way to prevent the flash from firing is to set the Fn button to "Flash off." When you press and hold the Fn button, the flash will not fire (but the AF-Assist still works.) It will be a pain to shoot for extended amounts of time while trying to hold in the Fn button.
I said the shots are useless because there's no flash. I had always presumed you were taking flash exposures...not simply using the AF-Assist for focus. If flash exposures aren't allowed, I would imaging that they'd be equally unhappy with red lines crossing the dancers and stage every so often.
I'm surprised that the lighting is so low that you'd need AF-Assist to focus. Even in a dark setting, the lighting on performers is usually pretty good.