Something about the way that Roxas wanted to be his own person, wanted to believe that he had a life that mattered, that he deserved to exist
And yet, by the end of 358/2, he'd already convinced himself that he doesn't. He left the Organization to go on what was effectively a suicide mission, belived he wouldn't be missed. Never looked back.
Axel, the Organization—they had already destroyed him. Xion's erasure was just the final blow (Hell, not like those two would've been allowed to co-exist regardless).
He was never going to exist. I think deep down, by the end, he knew that. He knew he wouldn't be allowed to have that—so all that was left was the anger, the rage at the injustice of it all.