I think that Phoenix meant that what Scheherezade was doing was trying to stay alive by telling a story each night. If you remember, the story was that the Prince married a succession of women and then put each one to death the next day. Scheherezade, his latest wife, started telling stories, leaving the end off so the Prince would keep her alive until the next night. This went on for--you guessed it--a thousand and one nights. By that time, the story goes, the prince had fallen in love with his clever storyteller wife, and he mended his Bluebeard-ish ways.
This is why each movement of Rimsky-Korsakov's Scheherezade has a different title, such as "The Tale of Prince Kalendar" (the second movement) and "The Tale of the Prince and the Princess" (the third movement). The movements depict different stories that Scheherezade told. Scheherezade is a wonderful amalgam of a symphony (having four movements) and a bit of a violin concerto (the violin soloist conveys the voice of the storyteller). There's a reason this piece is such a "warhorse." It's such a compelling and gorgeous musical work that, like the fictional lady who inspired it, its storytelling skill will always leave listeners asking for more.
Ah ok I understand, Pheonix meant "she" as in Scheherezade and not "she" as in Miki Ando. I still think Scheherezade is supposed to be the temptress, in the ballet I saw with Rimsky-Korsakov's music she is willfully trying to seduce the Prince while telling him the stories.