Yes; Axel certainly looks sort of bittersweetly sad enough when he's dying to have finally come to that conclusion. But I still don't know that he'd have necessarily vocalized it as love -- love seems like a pretty big jump to make when the fact that you feel ANYTHING for someone is startling.

(And I don't entirely buy Axel's easy use of emotions, either -- I think he does it sardonically. Nobodies feel things, yes, but saying that is a world away from saying they have FEELINGS, you know? And when Roxas leaves and Axel makes his statement about being sad, there's this hitch in him, like he's stunned by it.)

But, hey. Run with it. ^^

(There is ONE romantic implication in the game that really can't be taken any other way -- when Axel tries to kidnap Kairi the first time, he does so by telling her he'll take her to see Sora, and that the two of them have a lot in common, they're both looking for people they miss. I~ don't think Axel thinks Kairi's just Sora's friend.)

They WERE friends, though. And that much was recipricol, even if Roxas never believed Axel would be as loyal as he turned out to be.

And you can't not feel terrible for Axel.