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You dont know that. He, like Sora, could gain different memories from the places he visits in turn creating new keychains he can use.
I'm not saying they need keychains.
Okay,I'll change it but do you honestly think that roxas will equip any keychains.
Honesty? Yes. What's stopping him? I mean Roxas will have memories of the places he visits/ will make friends/enemies. Therefore it'd only be right if he has his own set of keychains to rival Sora's.
EDIT: Plus there's this
I rest my case xDD