I might be mis remembering this because it has been a while since I've seen the film, but doesn't the Phantom basically say to CZJ "Why are you evil? Have you ever considered being one of the good guys?" and she basically renounces being bad on the spot.
I really hope I've remembered that right because aside from the "No smoking in the skull cave" it's one of my most amusing memories of the film!
That was actually from Diana Palmer, who asked the questions "Why are you so mean? Don't you care about anything?"
CZJ replied "Like what?"
Diana told her, "You figure it out." And look CZJ gave her back seemed to consider it. About 15 - 20 minutes later she stuck her neck out for Diana, saying after "We girls should stick together."
Thus did CZJ turn to the light side.