When I first saw this scene... I was afaraid of Axel. I'd only seen it in the manga, which was much less brutal for Vexen. And I was used to nice, happy Axel from Days who looked after Roxas and Xion and saved the day when they were in trouble. So seeing him murder Vexen freaked me out. But I still love him ;3 Sorry, Vex.
The Devil Wears a Black Cloak
It was impossible not to pity Vexen. Vexen who died such a brutal death, roasted alive and then cast off into oblivion...
As he stood in the fabricated Twilight Town, ready to expose Roxas's existence and who knew what else to Sora, Axel prepared to strike. As he spoke the words that would be some of his last, Axel launched his chakrams, without so much as a grimace as they sunk into their target.
As the flames engulfed Vexen, as he faded away, he swore he saw none other than the devil standing before him, watching him through the fire.
In my eyes, Axel was able to act so cruelly because he hadn't felt anything in so long, so it didn't matter. After Roxas came, he remembered what it was like to have a heart, so he started acting nice and more Lea-like :3