I don't remember anything from Roxas. I do remember Xigbar hinting/teasing/trolling about it, but of course he would. He's the series' resident troll, so how could he resist something like that? And for whatever stupid reason, make a guy and a girl good friends, and everyone around them will start teasing/hinting to them about romance. It doesn't matter whether they are actually an item or even mentally mature enough to get romantic feelings. It's happened to me and it's annoying as hell.
I don't see any particular instance that would imply that Roxas has an actual crush on Xion. He just seems to really care about her, like close friends do.