Axel and Xemnas actually don't have any scenes together. It's probable that Axel had some amount of respect for his leader at one point. He knows that traitors to the Organization will be killed, so when chooses to become a rebel himself, it's clear that his ties with Xemnas are not that strong. Xemnas doesn't even talk about most of his group. He just obsesses over Kingdom Hearts. Weird guy.