Roxas didn't always have Oathkeeper & Oblivion. If you remember the fight with Axel in KHII, when he puuls them out, he says "Two?!", as if he's never seen them before.
And also, in this video, at 2:06, 2:10, and 2:29, if you look closely, you'll see that he has the kingdom key. Wh he didn't...