Didn't we answer all of this?
Roxas went to the mansion because he was told to by a voice in his head. Really, you must obey the voices in your head- else, you'll go crazy.
But, really, the voice was telling him to go to the mansion, and Roxas obeyed because he thought he might get answers through that.
Roxas didn't really fuse into Sora. If he had well and truly fused back into Sora, he probably wouldn't pop out when and where he wanted.
Until the scene at Altar's Naught (correct name, right?) when he talks with Naminé, Sora, and Kairi, he hadn't really and truly fused with Sora again.
He probably did enough for Sora to wake up, but not more than that. He didn't want to accept that, until he fought with Sora in an alternate realm (or his mind) and deemed Sora worthy as being his Other.