Crossword Genius

Imagine losing head and dancing! It can be perplexing! (6)

Ross

I believe the answer is:

enigma

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But I can't explain it at all! Could you help me understand?

(Other definitions for enigma that I've seen before include "German military cipher machine" , "Coding device" , "Mysterious person" , "It's mysterious, difficult to understand" , "Puzzle of gamine (6)," .)

I've seen this clue in The Hindu.
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