To sit directly under the splendid chiaroscuro dome of St Paul's Cathedral, with angels, apostles and Christ himself glittering down from mosaiced arches, is to be in the middle of astonishing beauty. Adding music and dance to this visual feast could seem like overkill, but – as a canon of the cathedral reminded us in his welcome announcement – this space was designed for movement and music, and both are a constant feature of the Christian worship that has gone on here for centuries.

Classical music is, of course, no stranger to church interiors, having roots in liturgical song, many of its triumphs in sacred settings, and still being used as well as performed in churches. Classical dance, on the other hand, perhaps as a result of its origins in the profoundly secular world of the 17th-century court, has kept its distance from religion. As a way to narrow that gap, Tuesday's City of London Festival performance by English National Ballet in St Paul's had the potential to be seriously interesting, particularly given the presence on the bill of two brand new works, but the end result, while enjoyable, did not match its setting in either profundity or sublimity.

A new commission for English National Ballet, The Four Seasons (set to selections of music by Vivaldi, including both The Four Seasons and the Concerti grossi, Op. 3) was a frothy opener. One couple represented each season, their white costumes enlivened by delicately toned colours and featuring a graceful version of the London skyline (although I suspect that detail would have been lost on anyone sitting more than ten rows from the dancers). Van le Ngoc's choreography nicely matched the Baroque formality of the music by deploying and recombining a few clear signature movements, always strongly on the beat. The mood changed appropriately for each season: spring was a flirty, breathless petit allegro (in warm lime green), while the autumn pas de deux over solo violin was as light as a dried leaf, and costumed in golden russet. The whole effect was light and pleasing, but took nothing from its setting in St Paul's; it would be absolutely perfect performed outside on the Embankment on a summer's evening, where the real skyline could echo the dancers' costumes.

The second new work, Antony Dowson's Of A Rose, set to music from John Rutter's Magnificat, deserves credit for taking on the religious theme suggested by a commission which is to have its world première in a cathedral, but ultimately fails to deliver any insight. Anais Chalendard, presumably the rose of the title, is woven around, draped over and lifted by Max Westwell and James Streeter, her extreme thinness (every rib showed in Wizzy Shawyer's white unitards) accentuated by their tall muscularity. Her malleable body briefly assumes the shapes of crucifixion and the pietà, but it's not clear to what end. Although the gymnastic partner-work was executed elegantly and with beautiful control, I was left strangely unmoved by this piece, which lacked narrative drive or emotional development. The City Chamber Choir filled the space with a warm sound, which made up in richness what it lacked in tidiness.

The final ballet piece, Lifar's Suite en blanc is a treasure of ballet history, and a jewel in ENB's repertoire. It is always good to see it, and its stark monotone geometry was a far more pleasing foil to the shadowy grandeur of the cathedral than the sorbet shades of the first two pieces. The dancers did their best with this technically demanding piece, but they were clearly hampered by the temporary staging, a surface both smaller and wobblier than they usually have to deal with. The big jumps of the men and the frenetic turns of the women were performed without quite as much brio as they needed; completely understandable in the circumstances, but still a shame – although Vadim Muntagirov's fabulous light leaps left nothing to be desired. The company seemed to settle as the piece went on, however, so that the fiendishly difficult and exhausting finale was truly exhilarating to watch.

If viewed principally as an evening of ballet, or as an orchestral concert, or as a visit to St Paul's, Tuesday evening was lacking – you can see better dancing, hear better music or appreciate the building better in dedicated spaces and times. However, the City of London Festival's stated aim is to revitalise the cultural life of the City, promoting beauty and artistic innovation to set alongside the hard-headed business which is the Square Mile's daily bread. In this respect, the concert at St Paul's was a triumph: with live orchestral and choral music by several composers, both modern and classical dance, and the architectural glories of the cathedral, it was an overload of art and beauty; not subtle perhaps, but immensely enjoyable, and doubtless good for the soul.