When you come right down to it, Roxie is a pretty irredeemable protagonist who learns absolutely nothing morally, emotionally or spiritually, and that’s what makes her a good character. She’s a pathologically disloyal, mentally stunted, fame-seeking narcissist thinly connected to reality and without any semblance of self-awareness or moral core, in addition to being an unrepentant murderer. And in America (as in showbiz), she’s ultimately rewarded for those qualities, and that’s the point of the film.
Anyway, great movie!