There's a couple of things nagging on my mind after completing Zero4Champ RR…
The first was that Yakuza dude in the intro. I was convinced we'd run into him again. But apparently not.

I guess he just exists to show that Taro is tough.
The second was all the talk about a cell phone. It really did seem like the game wanted to do more here, but I couldn't find anything relevant since doing so.
I jumped back on the latest save, tried equipping the phone, tried using the home phone, tried going back into the Minato Building or Kowloon Walled City, but nothing seemed to trigger it.
I decided to look it up on the Zero4Champ.com fansite.

Yes, yes…. We did all this. We defeated the Genie of the Lamp to get the cell phone…. We finished the story, but no dungeon appeared…
Finishing the main story goes to credits, which remains until the console is switched off or reset.
I had just about given up until I decided to actually use the game's inbuilt save / load feature, rather than save states, saving just before the end battle, triggering the ending, then loading that save.
After doing that I discovered a new building on the map we haven't seen before….



:
What is this? Shall I go for a bit? Yes / No
Obviously, yes


:
Wow. What is this place? Scary…
…The hell? Have we just found a portal to the Upside Down??