Axel and Roxas are the exceptions, not the rule. By definition, they can't have real emotions, because they don't have Hearts. They, can of course, show anger or rage, because these are not emotions that require thought or involvement. Even mindless drones can be angered when pushed against.

They're terribly good actors, but the marked shifts in personality when you hit too close to home do signify that they don't have such feelings. It's more likely that they are going by the memories of their times as people to emulate their emotions than actually having them.