That's what I'm saying. It would take more than one secret mission to explain something like that.
Anyways, I have a theory to present about Xion and her Proof of Existence, or lack thereof.
We know that the members had one, and when they died, it turned red and someone smashed it. Why? Because they didn't need one anymore; they no longer existed. The only one that remained blue was Roxas', because he still lived within Sora.
My theory is: what if Xion has no Proof of Existence because she went back to being completely whole? Then she wouldn't need one anymore; her somebody would be her "proof of existence". So instead of it turning red and the other Nobodies smashing it, it would disappear altogether. And that's why we didn't see it in KH2.
But then, what about Roxas? He went back to being whole, where's his Proof of Existence? Well, even though he went back to Sora, he still seemed to maintain some sense of himself, as we saw when he projected himself in Twilight Town and in The World That Never Was with Sora and Namine. He didn't completely disappear, so neither did his Proof.