I think the role of Velma Kelly is more difficult, compared to Roxie Hart. Because of that, the ladies who portary Velma need to have a strong command of dancing. Celebrity Roxies can perform under an "edited" version of the choreography...sort of like Roxie lite. I don't think you can do something like that with Velma.
"Noel [Coward] and I were in Paris once. Adjoining rooms, of course. One night, I felt mischievous, so I knocked on Noel's door, and he asked, 'Who is it?' I lowered my voice and said 'Hotel detective. Have you got a gentleman in your room?' He answered, 'Just a minute, I'll ask him.'" (Beatrice Lillie)