The Relationship
Even though Axel, Roxas, and Naminé have never all interacted at the same time, they still have a strong bond. Both Axel and Naminé share a strong relationship with Roxas and all share each other's pain of being a nobody. Even Axel and Naminé interacted with one another and Axel even helped Naminé from the imprisonment of Organization XIII.
The relationship goes way back when Roxas was a best friend, and almost like a brother to Axel. Roxas made Axel feel as if had a heart, but it was all thrown a way when Roxas wanted to find out the truth about himself. Soon after Roxas was captured by Riku and DiZ and was transported to the alternate Twilight Town.
We are not sure if Kingdom Hearts: Chain of Memories happened before these events, but it most likely did (Especially after reading Roxas: Somewhere in Time). There, Naminé was held captive in place called, Castle Oblivion. Naminé was forced to rearrange Sora's memories to lure him closer into the castle. Marluxia, No. XI of Organization XIII ruled over the castle and forced Naminé into doing these evil deeds. Though Axel was supposedly part of Marluxia's plan to take over the Organization, he betrayed him by freeing Naminé and telling her to make everything right again.
When Naminé was finally free, DiZ convinced her to bring Sora to Twilight Town and take care of him there. Though Naminé was helping Sora, she wanted to help Roxas too. She knew of his horrible fate and wanted him to know of it before it was too late. Throughout Roxas' six day trial, Naminé tries her best to help. Axel soon found him too and told Roxas to go back, but Roxas forgot everything. Slowly the memories did come rushing back, but it was too late and Axel fights against him. After the battle, Axel tells Roxas to meet him again in the next life and Roxas nods his head in hopes of meeting again.
As nobodies of Sora and Kairi, Roxas and Naminé felt a connection with one another. Roxas finds out his origin from Naminé but he didn't feel so bad in the end knowing everything to him is finally real and not an alternate universe. As Roxas progressed through the six days, it also meant Naminé would be caught by DiZ soon enough. Before they seperated Naminé makes a promise to Roxas that they would someday meet again.
At the place called the world of Betwixt and Between, Axel joins forces with Sora to fight against the nobodies. He wanted to meet Roxas one last time before he met his end because Roxas was the only one he ever liked. Axel protected Sora knowing he was the only one who could make Roxas whole again. But after Roxas lost against Sora in Kingdom Hearts II: Final Mix, he and Axel met once again. Once they finished their conversation (with some Sea Salt Ice Cream on the side) they said their final goodbyes to one another, promising that they will meet again soon. During the ending of the game, Roxas finds Naminé again. The two also kept their promise of meeting again.
The relationship between Roxas, Axel and Naminé is very deep in my opinion. Though they don't all have a direct relationship with one another, they all still seem to care. You could even say that it is Roxas who keeps them together. Either way, don't they remind you Sora, Kairi & Riku?
