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Yoenis Cespedes didn't seem too concerned about COVID-19 in the weeks before he opted out ... the NY Mets star had been out salsa dancing with a sexy lady and TMZ Sports has the video.

It all went down on July 10 at a restaurant called The Cuban in Garden City, NY -- where the outfielder tore up the dance floor with a bootylicious partner.

The place looks empty in our video -- but the person who shot it tells us it's a bit misleading because the restaurant was actually packed that night.

You can see in a second clip (shot a short time before Yoenis got on stage) there were professional dancers on stage and people hanging at the bar.

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We're told the dance floor was closed to patrons due to COVID restrictions -- but they allowed Yoenis and his lady friend to dance because he's Yoenis and the people loved it!

We called Yoenis' people to get an explanation -- but so far, we haven't heard back.

As you know, the baseball star unexpectedly up and left the team on August 2 without saying a peep to anyone.

The team was concerned -- and issued a public statement saying they were unable to locate him.

But, hours later, he was spotted at the Roosevelt Field Mall in Garden City -- and informed the Mets he was opting out of the 2020 season due to COVID.

Witnesses at the mall tell us Yoenis went on a shopping spree at Louis Vuitton that day -- at least he was wearing a mask.

The more we learn about the situation, the more it seems there are more issues between Yoenis and the Mets than just COVID.

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