He sort of strikes me as very... calm, resigned, and controlled. (And BADASS, but that's another story.) It's Axel who's eating my head, so I'll offer my thoughts on that relationship:

It struck me as a kind of mutual understanding, a lot of the time. I don't quite know how to explain it, but it's one of those relationships where all you need to do is look at each other to go, "...Ooohhh, I know what you're thinking!"

I also think Roxas, for whatever reason, acted as something of a control switch for Axel in some ways. Axel can be logical, and Axel can be perfectly calm and reasonable, but not always, and in those times he's not, imagine the effect of Roxas' terribly calm and vaguely scornful tone going "Are you nuts? Stop it."

Not to say that I don't think either of them was capable of affection- quite the opposite. But I think it was kind of odd for them both, in their relationship. They /felt/ an attraction- of friendship or romantic inclinations, whichever- of some form, and that's a little weird for Nobodies, I'd think. So, some awkwardness.

And as to their final fight- that came off to me as Roxas deciding to deal with Axel's crazy in the best way he knew- beat the shit out of him until he calms the fuck down.

At least, those are my impressions! What do you think?