Personally, I think that a portion of Ven's heart went into Roxas, if not the entire thing. Nobodies are not physically and emotionally capable of crying, although Roxas had done that on a few separate occasions.
Even though Roxas was formed of the same process as a Nobody, he is not a complete nobody. Without Ven's heart within him, he would have been as cold and heartless as Saix.
In a sense, Roxas has Ven's heart, which shaped his body to the same as Ven's. However, because of the separation of heart and mind, the memories were lost, and Roxas had to start with a clean slate. This may also explain why Roxas has a different fighting style than Ven did.