Beau of the Ball is a play on the traditional cotillions of the time that introduced young women of age to society in a formal manner. In the gay world, the ceremony took on a more sensational direction with men dressing up as women to entertain the crowds. Harlem and the village both became a center of gay culture in the early 20th century and the legendary ball scene attracted over 6 thousand revelers to the annual coming out parties of which was a mix of race, class and sexuality.
From what we have researched, the counter culture of the Jazz Age was pretty much for liberal thinkers in that extreme decade of change and the Harlem ball scene was a central part of nightlife for those progressively minded. Apparently the conservative religious groups were not too happy with it all but this was considered an integral part of popular society during the Prohibition years. Ballroom culture would stay underground many decades after its height of visibility but would once again be put into the forefront by the late 80s when a dance movement called Vogueing was created within this hidden world of Harlem's Demi-Monde: LINK