I'm glad it wasn't a dumb question like I originally thought.
So in DDD when the organization members turned back to their former selves, they retained the memories of their time as a Nobody. A byproduct of that was that their nobody ceased to exist, since it merged back with its host. Roxas still seems to be a separate individual who still exists "somewhat" separately of Sora, so maybe that's why he never fully obtained those memories.
Or maybe Roxas gets separated from Sora during a story beat before the Marluxia encounter. It can be ANYTHING with this series.
The KH3 trailers imply that he doesn't remember Marluxia at all, though... so I'm not sure if his memory was really fully restored like we thought.
It's like this: In CoM, in order to manipulate Sora, Naminé unlinks and rearranges the chain of Sora's memories to add fake new ones. At the end of the game, Naminé sets out to restore his memories to their original state. Since everything that happened in Castle Oblivion occurred when Sora had the fake memories, Naminé also had to unlink these to put everything back to normal. The memories are still there, but they're disconnected, so Sora wouldn't ever be able to recall them. The only remnant of those events is the "Thank Naminé" note they decided to write in the Journal before going to sleep.
With Roxas (and Xion) some of Sora's memories, no longer tied together, found their way inside them. These weren't the Castle Oblivion ones, by the way. This prevented Naminé's progress. After they rejoined with Sora, he woke up.
Now, Roxas and Xion are special. Roxas is different to other Nobodies, as he had no proper access to Sora's heart and essentially grew his own from scratch over time. Xion is a replica, so that's also it's own thing. Both of their existences are valid. So Sora got his memories back, but the others don't belong to him, so they aren't something he would actively recall. There were times he had an emotional reaction to things connected to Roxas that he didn't understand, but that's the extent of it.
KH3 will offer a plot summary video. Naturally we have no clue how good it will be until the game itself is released.
We do know what they are, as they were released in Japanese on Youtube months ago
https://www.jp.square-enix.com/kingdom/episode/
They are just super basic explanations of certain events, relationships and conflicts. They don't even specifically recap by game.