Allow me to explain.
Roxas does not use magic when you play as him. Ever. THus, he has no need for MP orbs and as such, does not recieve them upon the defeat of a Nobody.
Sora does, in fact, use magic. Although he does not use it at first, Donald does, effectively making it useful for the white creatures to drop MP orbs. Also, as all Nobodies seem to be programmed to drop MP orbs, it makes sense that the ones in Twilight should be no exception. Although unable to use it upon his first visit, Sora is able to use magic on his second visit to Twlight Town, thus making thd rop of MP orbs necessary.
Now shut up, stop complaining and go outside. A matter like that has no importance in life and as such, should not be brought up unless absolutely necessary.
In a preemptive answer to your most likely ensuing "Why are you being so mean" complaint, you strike me as an idiotic n00b who deserves no respect. As such, you will receive none from me. Prove yourself to me, and we will see just how worthy of respect you may, or may not, be.