Well, Roxas probably was able to dual wield, but he just didn't know how. He probably needed some outside assistance to help him gain that ability. So when Xion fused with Roxas, he was able to gain the memories that Xion held. (It may not be gaining another heart but as Marluxia says, a heart without memories is just an empty shell, so the memories acted as a makeshift heart.) So when Roxas lost his memories of Xion, he temporarily lost his ability to dual wield, but later got that power back when he recovered his memories was going to fight Axel, perhaps unconsciously reminded by Xion's memories when she had to fight Axel.
I keep getting lost in the number of keyblades, but it's like I said before, Sora may be able to triple wield should he have a third keyblade locked away, but just doesn't have the amount of skill.