The reality is, players these days spend far more time of every day of every week on football related issues than what they did back when Keane was here.
20-30 years ago, they'd play a game, then pop down the nearest pub and get drunk off their heads that night. They'd turn up to training the next day hungover or even still drunk. Very few focused on physical fitness outside of the training they did with the club. They could generally do whatever they wanted.
Nowdays the majority of them spend a huge amount of time focusing on health and fitness even outside of the club. Their diets are all planned out, they do extra fitness training and gym sessions. Very few of them drink or smoke. They also have far less ability to just go out and act like a normal person because of the celebrity focus that our society now has where the media follow them around looking for the tiniest little thing to attack them for, or the general public will be chasing them around for photos and autographs, etc.
If the worst they are doing now is dancing and having fun for social media, who really cares? As long as it doesn't actually effect their performances or go to their head (which it perhaps did with Depay) it's honestly much more professional than Keane and most of his generation was doing. We just didn't get to see much of that so it was the classic 'out of sight, out of mind'.