Xion chose to face her problems alone. She had both Axel and Roxas there, yet CHOSE to face the situation in solitude.
Xion may have sacrificed herself, but she did it in such a melodramatic way that didn't make her death sad at all for me. It came across as "My life is so bad and I'm hurting people I care about, but I don;t trust them enough to try and find a better solution so I better trick my best friend into killing me!"
So...yeah.