VELMA: Come on babe, why don't we paint the town. And all that jazz.
The 1920s is an era with society obsessed with partying, drinking, and jazz music, and the first line of the movie's opening song inducts you into this not-so-secret society. Get ready to party… and to face the consequences.
MISS SUNSHINE: Do you have any advice for young girls seeking to avoid a life of jazz and drink? […] BILLY: Stay away from jazz and liquor, and the men who play for fun.
Miss Sunshine's paper has a way of reporting things that the public secretly loves—jazz, liquor, murder—but in a way that seems to moralize or critique it. Is Miss Sunshine concerned with correcting society's downward spiral in addition to selling papers? Or is she only concerned with sales?
ROXIE: There's men everywhere, jazz everywhere, booze everywhere, life everywhere, joy everywhere, nowadays.
"Nowadays" emphasizes how the Jazz Age is a new age. Society wasn't always like that, and it's shocking to some people. But there's no going back.
ROXIE: You can like the life you're living, you can live the life you like. You can even marry Harry and mess around with Ike. And that's good. Isn't it grand? Isn't it great? Isn't it swell? Isn't it fun? But nothing stays.
The Jazz Age society brings with it a new freedom, but at what cost?
BANDLEADER: Let's make the parties longer, let's make the skirts shorter. Let's all go to hell in a fast car and keep it hot!
This is one of the final lines in the movie, and it proves society isn't going to change. It didn't learn any lessons from the Roxie Hart murder trial, and it's going to keep going full-speed ahead.