Sora lost the Keyblade because it was the KK and only the wielder can use the KK, plus he didn't summon up another Keyblade because no one knew you could do that at the time since they all were just learning what the it could do [except Mickey who couldn't tell them] and the Sora could only use the KK being the wielder.
Also Roxas would have figured out dual weilding anyway since as a Nobody he natually had power and since he's Sora's Nobody that easily gave him supreme Keyblade power being the only one who didn't need an ability to use two.
The reason Sora can dual-wield is because Roxas can. I don't give a shit about Xion, so don't mention her. Sora had not yet been turned into a Heartless at this point in the game hence no Roxas.
I don't see why people find that so hard to understand.