Unfortunately, this is not exemplary to your statement as Xemnas and Roxas' "uniqueness" is not germane with this.
Xemnas is unique due to the vestige he was created from. He was "born" from a heart comprised of two beings (perhaps we can throw Eraqus in as well, so 3) he has memories of Terra, Master Xehanort, and Apprentice Xehanort, etc. He is "special" due to this only.
Roxas is only "special" because he has Ven's heart. Had he not possessed Ven's heart, he would look exactly like Sora: and we would literally have
two Sora's running around (Roxas, Sora's body and soul not influenced by Ven's heart, making his appearance near identical to Sora's.) and Pseudo Heartless Sora which we played with from the end of KH1 up until the beginning of KH2.
.
Exactly, Lea was never "friends" with Roxas, because Lea was too busy as a rabid Heartless with no sense of being. Once again, this is how it works:
Lea loses his heart (his very consciousness,
himself) his heart is ousted from his vessel and devoured by darkness. Unlike Sora and Xehanort, Lea does not retain his sentience and degenerates into a mindless heartless.
His vessel, the body and soul left behind, becomes animated. It is born from Lea's remnants, and therefore has some of his personality traits, memories, and physical appearance. This being, is
Axel.
Here is a better picture for you,
immediately after Roxas was created:
Notice how Sora coexists with Roxas as two separate existences. Roxas was
born from Sora's remnants (alongside Ven's heart, which is the
only reason he is not a Sora clone.)
Immediately after Xemnas was created:
And now...this example:
Immediately after Axel is created:
Important Note: Lea has no sense of consciousness as a Heartless
Do you understand now? Character's do not "continue on" as Nobodies. Nobodies are anomalies, and adverse side effect of the said character becoming a Heartless. To exemplify, if I were to become a Heartless, my body and soul (which looks like me, talks like me, has my memories, etc) would be walking around. But it is
not me.
However, back to the subject of Axel and Lea: Lea has inherited Axel's memories. So in a sense, Axel "lives on" through Lea (this is alluded to in Re:Coded if I am correct) I suppose we can say, the two "merged." Lea has no memories as a Heartless, but all of Axel's memories. It is only natural he would adapt those memories as "his own", despite them not being exactly "his." One could loosely consider the newly restored Lea as a "reincarnated Axel", but not quite exactly.
I hope that made sense.