A
Audo
Guest
-sigh- and the fact that in the short story Roxas first learns Axel is back by waking up to see Axel watching him sleep, yet in the game, it's when Axel approaches him when he is about to RTC?whether the short story supports her existence or not is irrelevant, the fact is it doesn't contradict it.
Remember though that the Organization told Roxas on Day 71 that is was confirmed that everyone in CO was killed. Then on the same day Axel appears before Roxas during his mission confirming he is alive.
So since the Organization was wrong about Axel being killed (Because he would be included in "everyone"), then Roxas may have been curious if the Organization was wrong about the other members being killed too, and so asked Axel about Marluxia out of curiousity, to see if anyone else had survived also.