Roxas' prologue, despite being so connected to the overall story, feels oddly standalone. To the point that you really don't need to play the prologue at all for the rest of the game to work.
KHII's story even pretends like it didn't happen as once the prologue is over, it tries to start over in building up the "reveals" of Roxas being Sora's Nobody and Ansem actually being Riku and stretches those out until the endgame, even though the prologue made things pretty darn obvious (the Riku one not as much but the Roxas one most definitely.)
The scene right when Kairi removes Riku's hood (only to reveal "Ansem") even looks to be set up for a surprised reaction from the player.
While there's nothing wrong with having the player know something the character's have yet too, timing is key. KHII gave us answers from the start (the tedious, three-hour start) yet does nothing with it until the last world. There's no pay off in giving the players this information 20 hours in advance.