Because, if Roxas ACTUALLY had Ven's heart, if it was actually a part of him, he would have been able to see at least one of Ven's memories.
I'm sorry, but, why would he be able to see it? Sora never experienced any of Ven's memories even though he had his heart for ten years or so. You're forgetting the key thing in all of this is that
Ven's heart was fractured and "asleep". It doesn't function the same as a full and awake heart like Kairi's.
When Sora had Kairi's heart harbored in him, he kept seeing visions of her.
Right, and you're forgetting that all through KH1, Sora had Ven's heart yet saw no visions of him. This is because Ven's heart was asleep.
And the fact that he told Axel that if he had a heart he would actually know it is there also shows that Roxas didn't feel anything there and thus didn't have Ven's heart.
Again, that's not what the scene was saying. In the Japanese version of that scene, what he actually says is completely different. But when S-E had to localize the game for English, they had to choose wording that matched with the lip movements and pacing of the Japanese video, so they made the lines that. This is what Roxas actually said:
AXEL: "Roxas... you have a heart don't you? No, Naminé and me, too... do we really not have hearts?"
ROXAS: "That's... I don't know that either."
AXEL: "I guess you wouldn't..."
ROXAS: "But, I've started thinking, maybe the heart's not something you can see or feel. And if so... no, I'll leave it there."
AXEL: "Hm? What, right at the most important part?
Are you honestly that arrogant? Nomura CREATED Kingdom Hearts. Although he's retconned things before we still have to accept his words as law (in the kh universe at least).
So fu
cking what? Does that mean we have to only go by what he says when thinking about the games? No, it doesn't. Just because Nomura might have said "maybe" (still haven't seen proof of this anyway) doesn't mean the games don't spell it out. Consider a few things: Nomura hates answering mysteries, he's said so himself; he also likes keeping speculation up. He said "maybe" because he didn't want to say "yes", but that doesn't actually mean the answer isn't there. Nomura is just a man.