That just says he didnt like to fight. It didnt say he didnt have a weapon. The wiki entry is as follows:

Like Axel, Zexion (ゼクシオン Zekushion), the "Cloaked Schemer", is a skilled manipulator by nature. Appearing in Chain of Memories, his talents lay outside of battle, even though he does have a weapon; he is the only Organization member who does not fight in a gameplay battle and lacks a voice actor.

Now I understand that wiki is unreliable and all that, but I was just asking if he had one