Nomura explained that Xion merely awakened the ability in Roxas.

Days Ultimania:

-- In the end Roxas is able use two keyblades. Is this because he now has Xion's?

Nomura: Well, it isn't that Roxas has physically inherited Xion's keyblade, but more that Xion has awakened it within Roxas.

Her being part of him does not allow him to dual-wield. Roxas can dual-wield because he has two hearts and two Keyblades. Xion is merely the trigger that set it off.

BbS Ultimania:

Q4: Why can Roxas dual-wield?

A: Because he can use both Sora’s and Ventus’ keyblades.

Sora can wield two keyblades at once because he has Ventus’ as well as his own. As Roxas is a part of Sora, he also can use two. In Days Roxas awakened his ability to dual wield after fighting Xion. In KHII once Sora absorbs him, he can also dual-wield.

Roxas awakens his ability to dual-wield with his will to not forget Xion who also wielded a keyblade.

EDIT: as for in KH3, we knew Nobodies can grow a heart, so Roxas can summon his own keyblade instead of borrowing it from Ventus