You are semi-right. Roxas is an exception for two reasons.
1. He is a Key Blade Masters Shell, he was ment to use a Key Blade, also you do not need JUST a strong Heart to use a Keyblade you need a Strong Heart and a Strong Soul. Roxas has some of both. He has a Strong Soul since the Soul stays with the Shell and because of DiZ placing Sora's memories into Roxas, we believe part of Sora's Heart was placed into him to. There is also the chance that when some of Sora's Heart was in him anyway since Roxas actually had memories of him being someone else, hence why he left to go look for himself, unlike the other members who all know that their Hearts are in Kingdom Hearts.
2. Roxas and Sora are both "alive" at the same time, which is in sense a huge contradiction of how things should be. Every other Shell, like Axel, is the only living existance of their original form. Unless the person willing just tosses their Shell away, the Shells were created when they were killed by Heartless. This seems to be what happened to the Org since they need Kingdom Hearts and the only reason they would is if they were killed by Heartless and there Hearts were sent to Kingdom Hearts. The hardest question, which is still somewhat unanswered, is why Sora's Heart didn't go to Kingdom Hearts. All we know is that it had to do with Kairi's interferance and because his Heart was SO strong it was able to exist in the real world with out it's Shell (Roxas), get it?