Xion is supposed to have a VERY specific reason for being in the organization. My theory is that Xion is a figment/creation of Zexion's power. Xion would still be able to weild the keyblade, (if you remember back in Chain of Memories, Zexion made a fake Sora who weilded the Keyblade). Also, the similarities to their names, the name Xion is in the name Zexion. So, anyway, if my theory held true, the reason i believe that Xion was created (once again, IF she was) is so Roxas can be given a friend to follow and do the bidding of the organization without totally realizing the bad he's doing (or something like that). Another back-up for my theory is that it wasn't called Organization XIV after Xion's entrance, maybe meaning that she really doesn't exist? (no pun intended cause i know, theortically they all don't exist.)