Are squats going to bulk up thigh muscles?

I’m sure squats build stregnth, but it seems to me they bulk up thigh muscles too. I’m just wondering why all my zumba instructers are obsessed with knees forward squats? I’m trying to reduce the circumference of my thighs, mostly need to lose fat, but I certainly don’t want an increase in muscle to be working against my goal. I know women don’t bulk up fast, but I am still interested in the main goals of doing squats.

When I did ballet regularly my legs were very strong, and my body was very lean. Cheerleaders and gymnasts tend to have large thighs, and they use the knee bend, knees forward position a lot, while ballet dancers are toes pointed out, probably working the inner thigh more.