Honoring the Original
It was actually in big part thanks to the success of the 1996 Broadway revival of Chicago that the film ended up getting made. The revival was so successful that people started talking about making the movie once more after it had been left on the backburner for a couple of decades. Rob Marshall, accomplished director, producer, and choreographer, was given the role of director.
He didn’t have much-directing experience at the time but had been responsible for a successful TV adaptation of Annie. In order to honor the unique format of the original, which showed each musical number as a vaudeville act, the film’s direction and production teams decided to play the songs as cutaway scenes taking place in Roxie’s mind, while the ‘real world’ scenes are filmed more seriously and in a grittier style.