Being that Broadway is a frequent style of dance on the show, it's hardly the first time music from a major musical has been featured on the show. Consider that and the fact that a few original Newsies came from So You Think You Can Dance, and crossover between stage and screen is not only natural but quite welcome. After all, the level of storytelling that many dances on the show accomplishes is a type of musical theatre in itself, and I've had my breath taken away on multiple occasions by some really stellar performances.
But aside from Broadway classics (and soon-to-be classics), a couple of up-and-coming musical theatre composers have had their work featured on So You Think You Can Dance, and the results are incredibly moving:
Katie Thompson's "It Doesn't Hurt":
Scott Alan's "It's Good To See You Again":
Now excuse me while I quietly tear up watching these...