Axel wonders why Roxas is still here. It's clear that Roxas hates him, so why would he bother to stay?

Roxas has his reasons.

Roxas wonders why Axel is still here. He's trying to give him hints and clues but the redhead is just about as dumb as a doornail when it comes to this shit.

Axel is trying to manipulate him, but Roxas won't let it work.

It's funny. It's so funny that Axel thinks he's in control yet he's the one doing the begging.

"Smile, Roxas."
Roxas won't. Power is gained by witholding something.

"Please. For me." Instead of begging for everything he's worth, which isn't much.
Roxas still won't. Nice guys always finish last.

Axel is desperate now. He has tried everything except.

"Pretend like I'm bleeding, like I'm dying. Pretend that I'm leaving and I'll never come back."

Roxas lets a smile spread across his face, even though he's all but forgotten how.

It was meant to be this way.

A pity such a nice boy is going to die. Such a nice boy.

It's funny, it's funny how he's going to die and he's going to live like it's a game that can't be won.

Roxas already knows that he's on the losing side.