Usually there isn't any dialogue after you defeat the last boss of a game (you are met with the ending&staff roll scenes). Zanmu is the last boss in many routes, so the amount of times you can see her defeated portrait is decreased. You can see it if you play Zanmu's story mode and lose, or if you play VS mode (win against Zanmu or lose as Zanmu). However, while searching what portraits she uses in her dialogues, I couldn't find a bunch of defeated ones (7 with damaged clothes) and one with regular appearance. If I am mistaken and something is actually used, please correct me!