I'm not going home with the drag queen who bought me free drinks.
Why are you going home with the drag queen that bought you drinks?
I like playing hard to get.
One buying you drinks can be a  good thing, but you don't owe them anything and especially not going home with them. Playing hard to get can be fun, but it's also rude to lead people on.
Dancing with them can be fun.
People should not expect you to go home with them just because they buy you drinks. It's also important that you do not lead this people on so they do not think that you would do that.