When it says "would you like to continue using this profile" you would THINK you'd be logged in since your name is in huge letters, but the small icon in the upper left still says guest.
It sounds retarded, but you'll have to sign in (and make sure it stays signed in in the upper left.)
Once I got that squared away I was able to burn calories.
Of course, you don't have to do this to get achievements in the SW game itself, which just leads me to wonder
And to top it off, it will sometimes/randomly go back to guest if you restart a song in Galactic Dance Off in the middle, or if you exit the play area.