I do agree with Ademaa that Axel losing his friendship with Roxas is partly due to his fault because of the lies he told to Roxas and keeping the fact that Roxas is Sora's nobody from him, thinking it would protect his friends but due to these lies to it cause Roxas to doubt and mistrust him instead. Him losing his friendship with Xion and Saix wasnt really his fault but i do feel kind of sad for Axel always having to made all those difficult choices.
If you ask me, the fight between Axel and Roxas was both of their faults, but moreso Roxas. Like I said before, Axel truly believed that by not telling Roxas everything he was protecting him. Roxas, however, seemed to overreact. When Axel attacks Xion the first time, he only does so after reasoning doesn't work and she threatens Roxas--he steps in to protect Roxas and get their friend back, and Roxas freaks out on him. Also, he does tell Roxas the truth about Xion, that she's a replica, but Roxas doesn't believe him and yells at him then storms away. :|