A fading memory is slowly drawn towards the wind.
The title is taken from the 31 Days theme for March 30, 2009 – the whole thing's a spoiler for folks who haven't gotten very far into Kingdom Hearts II.
In the last few moments of his (un)life, Axel realizes that it's kind of funny, what people end up thinking of before they're gone for good. He could be freaking out over how he's slowly losing feeling from fingers/toes up and seeping quick to his head and center; he could be angry that this isn't quite the sort of big bang, blaze of glory thing he had originally planned for himself. What he's thinking about, instead, is what it's like to feel the wind on your face and the solid granite of the clock tower beneath your two feet, with the light of the dying sun in your eyes and the taste of sea salt ice cream on your lips.
There's the regret, sharp as a blow, quicker than the flames he used to use to try and immolate the rest of the world with. There's the source in Sora himself, that kid that's not quite Roxas and never will be Roxas but is more Roxas than Roxas himself was. He's saved his best friend, and he won't even really get to say that he was sorry.
Right before the very end, though, right before the fade to black, Axel looks up again and sees the shadow of something in those eyes and suddenly, he knows that Roxas is in there somewhere, watching and listening to everything. And all is well.
After Axel disappears, it takes Sora two trips around the galaxy to fill up the odd emptiness in his chest with lightness and distraction.