No it's not. In fact, according to the newest scans, Zexion and Vexen are both very kind and helpful with Roxas, opposed to some like Xaldin, who view him as a stupid nuisance.
I don't think you're understanding me.
All of the CoM members are shown talking in Twilight Town.
No one else finds that odd? They show actual dialogue for the CoM members and they just happen to all be talking to Roxas in Twilight Town rather than any other world?