If you watch the Attract Mode of most Dance Dance Revolution machines, they will eventually go into a tutorial on how to play the game, and in it, the demo character will stomp on an arrow, and then return its feet to the center. Check it out (it starts at about 0:58 in this clip):

And I see a lot of beginners playing the game like this... and stumbling around. Why? Because the arrows in the songs are set up so that you don't return your feet to center after hitting each one, which has the side effect of reducing the number of steps you have to take to hit all the arrows. Check out the kid's feet in this video:

If he returned his feet to the center after every time he hit an arrow, he wouldn't be quick enough to hit all the arrows, and neither would you.

So don't do it!