Choosing to engage in exotic dancing has no direct legal effect on the issue of whether a marriage was entered into in good faith, rather than to circumvent the immigration laws.
However, the fact that a woman is engaged as an exotic dancer, could be used to call into question whether your husband actually cares about you, which indirectly calls the marriage into question.
Most men would have a big problem with their wife as an exotic dancer, so there is a risk, in my opinion, that has nothing to do with the legal record of your activities, or any license issue. As long as your husband can convince the investigator that his love for you is undiminished by your chosen profession, then you're okay. But, if your husband tells the investigator that he couldn't care less what you do -- that could undermine your application for legal permanent resident status.
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