Welcome to one of the best parts of Kingdom Hearts 2.
I've maintained that Roxas is one of the most interesting characters in the Kingdom Hearts fiction. Unlike a lot of the other heroes, he has a solid arc from the start of Kingdom Hearts 2 to the end of the game.
Roxas begins with a strong desire to understand himself, who he is and why he exists. In his effort to do so, he starts to develop his own identity. There's a tension born from the fact that while his mere existence is tied to someone else (just by the nature of his birth), he is beginning to actualize himself as his own being.
His role in the game is small, but it's rife with interesting philosophical discussions and has big implications on the lore of the franchise. For most of it, he is unwilling trapped inside Sora, only at the end finally accepting his place as a piece of a larger whole.
I like the character. And as small a role he has in the game, I'm happy for it.