Actually, mehndi before the marriage is not particular to India, Pakistan, Afghanistan. It's also common in the Middle Eastern and Eastern Balkan regions. I went to a mehndi night when I was in Turkey and it was very different than I expected. Yes, they sing and dance, like Asians do, but the songs were sad and everyone was crying, including the bride. I found it a little strange actually considering that it was a love marriage.
My friend told me that in the old days when people had arranged marriages and the bride was sometimes sent far away, she wouldn't get to see her family often. So the mehndi night was more about the bride bidding farewell to her family and it was a sad occasion. That tradition seems to have continued even though the bride might be moving just down the street and can see her family whenever she wants.
The dance that they performed was interesting though. The bride sat in the center of the room with her red outfit and face covered. Her friends, also wearing red outfits circled around her dancing, with candles in their hands. And there was a lady carrying the henna paste with a candle stuck in the center.
I guess the mehndi dance is different in different cultures.