I'm not sure. But... To be honest, I think that in the end it always comes back to Sora.

Axel and I had a lot of time to talk, and we both agreed that we think that Roxas can feel because he is Sora's Nobody. So, because we have connections with both Roxas and Sora, we can form bonds with each other.

None of this has been proven. I don't think we even can prove this. But it's what we think.