Oh true, that was dumb on my part aha. Somehow managed to forget she can reach beyond the ones directly connected to Sora
As for why Roxas would have her pain, maybe she slipped it to him at some point, maybe being in contact their hearts connected and it happened accidentally. Idk, it wouldn't be the first or last thing to happen in this series without a clear explanation.
Either way lol, my point is that Roxas still cares about her, it's just more subtle. Considering how many non trio moments didn't happen in KH3 (Roxas/Riku confrontation, proper Roxas/Ven moment, Kairi/Naminé reunion etc.) I don't think them not interacting necessarily means that's the end of them, romantically or platonically. A lot of people thought Sokai was dropped after KH1 yet we got Re:Mind.