Wasn't the whole Roxas vs Sora fight Roxas' way of testing Sora to see if he was truly worthy? He was likely watching on the sidelines (ie within Sora) while Sora and Axel were fighting the dusks, and after witnessing Axel's passing he was able to summon up enough willpower to test Sora or maybe even challenge him for dominnance of Sora's body (leaves theorising alone). After Roxas has had his talk with Axel (FM only) and proven to himself that Sora is worthy, and capable of taking on the rest of the organisation he resigns to his position within Sora (and awakens his Final Form).
Why then would he need to bring up Axel again, or at least why would he need to at the moment where the gang had assumed that Xemnas was defeated, and Roxas and Namine had reunited for the first time. That was a time for happiness, not about mourning Axel, that could wait until (and be resolved when) they are all freed from their respective torments.